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optionstrat  

Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies
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]
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 27 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:37), 1.0.0 (2018-12-09 16:30), 1.1.0 (2019-02-16 23:20), 1.2.0 (2019-05-07 22:10), 1.3.0 (2019-06-20 23:30), 1.4.0 (2019-08-21 12:51)
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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