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

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

## Documentation for package ‘optionstrat’ version 1.4.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

calldelta | Call Delta
calleval | Call Option Evaluation
callgreek | Call Option Greek
callpremium | Call Premium
callrho | Call Rho
calltheta | Call Theta
dv | Double Vertical Spread Analytics
iv.calc | Implied Volatility Calculation
lambda | Lambda
opteval | Dual Option Evaluation
optiongamma | Option Gamma
optionvega | Option Vega
plotbearcall | Plot Bear Call Spread
plotbearput | Plot Bear Put Spread
plotbullcall | Plot Bull Call Spread
plotbullput | Plot Bull Put Spread
plotdv | Plot Double Vertical Spread
plotvertical | Plot Custom Vertical Spread
prob.above | Probability Above
prob.below | Probability Below
prob.btwn | Probability Between
putdelta | Put Delta
puteval | Put Option Evaluation
putgreek | Put Option Greek
putpremium | Put Premium
putrho | Put Rho
puttheta | Put Theta
r.cont | Continuously Compounded Rate
tdiff | Time Difference
vertical | Vertical Spread Analytics