# plotdv: Plot Double Vertical Spread In optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

## Usage

 ```1 2 3``` ```plotdv(s, x1, x2, x3, x4, t, r, sigma, sigma2 = sigma, sigma3 = sigma, sigma4 = sigma, d = 0, ll = 0.75, ul = 1.25, xlab = "spot", ylab = "Profit/Loss", main = "Double Vertical Spread", ...) ```

## Arguments

 `s` Spot price of the underlying asset `x1` Lower-strike put option price (long option) `x2` Higher-strike put option price (short option) `x3` Lower-strike call option price (short option) `x4` Higher-strike call option price (long option) `t` Time to expiration in years `r` Annual continuously compounded risk-free rate `sigma` Annualized implied volatility of the lower-strike put option `sigma2` Annualized implied volatility of the higher-strike put option `sigma3` Annualized implied volatility of the lower-strike call option `sigma4` Annualized implied volatility of the higher-strike call option `d` Annual continuously compounded risk-free rate `ll` Lower-limit of the plot, set as (desired price/spot) `ul` Upper-limit of the plot, set as (desired price/spot) `xlab` X-Axis Label `ylab` Y-Axis Label `main` Title of the plot `...` Additional plot parameters

## Value

Returns a plot of a double vertical spread (credit spread). Black line: The profit(loss) at expiration. Red line: The profit(loss) at (1/2) time "t" ~ half-way to expiration. Blue line: The profit(loss) at inception.

## Examples

 `1` ```plotdv(s= 100, x1 = 90, x2 = 95, x3 = 105, x4 = 110, t = (45/365), r = 0.02, sigma = 0.20) ```

### Example output ```
```

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