Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.


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install.packages("optionstrat")

1.4.1 by John T. Buynak, 3 days ago


Browse source code at https://github.com/cran/optionstrat


Authors: John T. Buynak [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports graphics, stats

Suggests knitr, rmarkdown


See at CRAN