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roptions  

Option Strategies and Valuation
View on CRAN: Click here


Download and install roptions package within the R console
Install from CRAN:
install.packages("roptions")

Install from Github:
library("remotes")
install_github("cran/roptions")

Install by package version:
library("remotes")
install_version("roptions", "1.0.3")



Attach the package and use:
library("roptions")
Maintained by
Anurag Agrawal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-11
Latest Update: 2020-05-11
Description:
Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" .
How to cite:
Anurag Agrawal (2020). roptions: Option Strategies and Valuation. R package version 1.0.3, https://cran.r-project.org/web/packages/roptions. Accessed 28 Oct. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for roptions
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