Package: optionstrat 1.4.1

John T. Buynak

optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.

Authors:John T. Buynak [aut, cre]

optionstrat_1.4.1.tar.gz
optionstrat_1.4.1.tar.gz(r-4.5-noble)optionstrat_1.4.1.tar.gz(r-4.4-noble)
optionstrat_1.4.1.tgz(r-4.4-emscripten)optionstrat_1.4.1.tgz(r-4.3-emscripten)
optionstrat.pdf |optionstrat.html✨
optionstrat/json (API)

# Install 'optionstrat' in R:
install.packages('optionstrat', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 33 scripts 159 downloads 30 exports 0 dependencies

Last updated 5 years agofrom:30551766b5. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-linuxOKOct 31 2024

Exports:calldeltacallevalcallgreekcallpremiumcallrhocallthetadviv.calclambdaoptevaloptiongammaoptionvegaplotbearcallplotbearputplotbullcallplotbullputplotdvplotverticalprob.aboveprob.belowprob.btwnputdeltaputevalputgreekputpremiumputrhoputthetar.conttdiffvertical

Dependencies:

Optionstrat

John T. Buynak

Rendered fromoptionstrat_vignette.Rmdusingknitr::rmarkdownon Oct 31 2024.

Last update: 2019-06-20
Started: 2018-12-09