API for optionstrat
Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies
| Global functions | |
|---|---|
| calldelta | Man page Source code |
| calleval | Man page Source code |
| callgreek | Man page Source code |
| callpremium | Man page Source code |
| callrho | Man page Source code |
| calltheta | Man page Source code |
| dv | Man page Source code |
| iv.calc | Man page Source code |
| lambda | Man page Source code |
| opteval | Man page Source code |
| optiongamma | Man page Source code |
| optionvega | Man page Source code |
| plotbearcall | Man page Source code |
| plotbearput | Man page Source code |
| plotbullcall | Man page Source code |
| plotbullput | Man page Source code |
| plotdv | Man page Source code |
| plotvertical | Man page Source code |
| prob.above | Man page Source code |
| prob.below | Man page Source code |
| prob.btwn | Man page Source code |
| putdelta | Man page Source code |
| puteval | Man page Source code |
| putgreek | Man page Source code |
| putpremium | Man page Source code |
| putrho | Man page Source code |
| puttheta | Man page Source code |
| r.cont | Man page Source code |
| tdiff | Man page Source code |
| vertical | Man page Source code |
