fin_options_plotGreeks: Plot Option Delta and Gamma Curves

In umx: Structural Equation Modeling and Twin Modeling in R

Plot Option Delta and Gamma Curves

Description

fin_options_plotGreeks plots Call Option Delta and Gamma curves across a range of spot prices (from -30% to +30% of the strike price) to show how Delta accelerates and Gamma peaks.

Usage

fin_options_plotGreeks(
  strikePrice,
  daysToExpiry = 30,
  riskFreeRate = 0.04,
  impliedVol = 0.2
)

Arguments

strikePrice	The strike price of the option (default = 100 if omitted).
daysToExpiry	The number of days remaining until option expiration (default = 30).
riskFreeRate	The annual risk-free interest rate (default = 0.04).
impliedVol	The annualized implied volatility of the underlying asset (default = 0.20).

Value

A ggplot object visualizing Delta and Gamma.

See Also

Other financial functions: fin_options_Greeks(), fin_options_LeapSimulate(), fin_options_teach(), fin_stock_CAGR(), fin_stock_justifiedPE(), fin_stock_target(), fin_stock_ticker(), fin_stock_valuation(), fin_tax_FIF(), fin_tax_NI(), fin_value_CAGR(), fin_value_CarryCost(), fin_value_NPV(), fin_value_interest(), fin_value_percent()

Examples

## Not run: 
fin_options_plotGreeks(strikePrice = 100)
# Run with missing arguments to print definitions
fin_options_plotGreeks()

## End(Not run)

umx documentation built on Oct. 11, 2026, 5:07 p.m.