calc_mrgn: Calculate initial margin on opening trades

In themechanicalbear/mobstrs: A collection of R functions for options trading analysis

Description

calc_mrgn calculates the opening margin required depending on strategy type

Usage

calc_mrgn(
  strat = NULL,
  prc = NULL,
  spstrk = NULL,
  lpstrk = NULL,
  scstrk = NULL,
  lcstrk = NULL,
  spcred = NULL,
  lpcred = NULL,
  sccred = NULL,
  lccred = NULL,
  qty = 1,
  shares = 100
)

Arguments

strat	String representing option strategy used in the study ie. Short Put
prc	numeric stock price
spstrk	numeric short put strike
lpstrk	numeric long put strike
scstrk	numeric short call strike
lcstrk	numeric long call strike
spcred	numeric short put credit
lpcred	numeric long put credit
sccred	numeric short call credit
lccred	numeric long call credit
qty	numeric quantity of option positions
shares	numeric quantitiy of stock shares default 100

themechanicalbear/mobstrs documentation built on Dec. 31, 2020, 8:35 a.m.