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optionstrat: 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.

Version: 1.4.1
Imports: graphics, stats
Suggests: knitr, rmarkdown
Published: 2019-12-03
DOI: 10.32614/CRAN.package.optionstrat
Author: John T. Buynak [aut, cre]
Maintainer: John T. Buynak <jbuynak94 at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: optionstrat results

Documentation:

Reference manual: optionstrat.pdf
Vignettes: optionstrat

Downloads:

Package source: optionstrat_1.4.1.tar.gz
Windows binaries: r-devel: optionstrat_1.4.1.zip, r-release: optionstrat_1.4.1.zip, r-oldrel: optionstrat_1.4.1.zip
macOS binaries: r-release (arm64): optionstrat_1.4.1.tgz, r-oldrel (arm64): optionstrat_1.4.1.tgz, r-release (x86_64): optionstrat_1.4.1.tgz, r-oldrel (x86_64): optionstrat_1.4.1.tgz
Old sources: optionstrat archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=optionstrat to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.