Optionator is a shell of an option pricer package.

Price an Option

It's usage is quite simple, there is a pricer function that returns an option price of 100, if the option is a put, and -100 if it's a call option.

Hedge a stock price

There is also a hedger function, which returns the delta of the option based on the sd and a normal distribution.



Amuraivel/option_pricer documentation built on Oct. 30, 2019, 4:49 a.m.