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optionstrat
View on CRAN: Click
here
Download and install optionstrat package within the R console
Install from CRAN:
install.packages("optionstrat")
Install from Github:
library("remotes")
install_github("cran/optionstrat") Install by package version:
library("remotes")
install_version("optionstrat", "1.4.1") Attach the package and use:
library("optionstrat")
Maintained by
John T. Buynak
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-12-09
Latest Update: 2019-12-03
Description:
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.
How to cite:
John T. Buynak (2018). optionstrat: Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies. R package version 1.4.1, https://cran.r-project.org/web/packages/optionstrat. Accessed 25 Aug. 2026.
Previous versions and publish date:
Other packages that cited optionstrat R package
View optionstrat citation profile
Other R packages that optionstrat depends,
imports, suggests or enhances
Complete documentation for optionstrat
Functions, R codes and Examples using
the optionstrat R package
Some associated functions: calldelta . calleval . callgreek . callpremium . callrho . calltheta . dv . iv.calc . lambda . opteval . optiongamma . optionvega . plotbearcall . plotbearput . plotbullcall . plotbullput . plotdv . plotvertical . prob.above . prob.below . prob.btwn . putdelta . puteval . putgreek . putpremium . putrho . puttheta . r.cont . tdiff . vertical .
Some associated R codes: optionstrat.R . Full optionstrat package functions and examples
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