close_leg: Close single leg options trade

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

Description

Using function inputs from opened trades close each day until expiration

Usage

close_leg(df, entry_date, exp, typ, stk, entry_mid, entry_delta, stk_price,
  direction)

Arguments

df	dataframe of opened options legs
entry_date	date position was opened
exp	date of expiration for position used to filter possible results
typ	is this a put or a call option
stk	option strike price
entry_mid	mid price of the position when opened
entry_delta	delta of the strike when position was opened
stk_price	stock price when position was opened
direction	was this a short or long position used to calc profit

Value

A dataframe of filtered closing option trades to be used in further analysis. One row for each day a posistion was open open_date +1 through expiration

themechanicalbear/tastytrade documentation built on June 28, 2019, 10:16 p.m.