In hbianco/plotivol: Plot Impied Volatility

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)
library('plotivol')

This is a collection of examples generated with plotivol package. This section illustrates how to use the function plotImpiedVol.

Basic

The basic use of plotImpliedVol only requires a data frame.

plotImpliedVol(df)

Only ouput implied volatilities

No plots are created.

plotImpliedVol(df, plotting=FALSE)

Choose option type

The user can display results for only calls or only puts.

plotImpliedVol(df, type='call')

Choose a display style

The user can see volatility curves by strike, moneyness or delta.

plotImpliedVol(df, style='delta')

Combining type and style choices

In this example, the user requires only puts by delta

plotImpliedVol(df, type='call', style='delta')

hbianco/plotivol documentation built on May 18, 2019, 3:42 p.m.