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.

Getting started

Package details

AuthorJohn T. Buynak [aut, cre]
MaintainerJohn T. Buynak <jbuynak94@gmail.com>
LicenseGPL-3
Version1.4.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("optionstrat")

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optionstrat documentation built on Dec. 4, 2019, 1:08 a.m.