R: Option Strategies and Valuation

# Option Strategies and Valuation

## Documentation for package ‘roptions’ version 1.0.3

- DESCRIPTION file

## Help Pages

box.spread | Box Spread Strategy Function
butterfly.call | Butterfly Call Spread Strategy Function
butterfly.put | Butterfly Put Spread Strategy Function
call.delta | Call Delta
call.estimate | Option Greek and Estimated Premium of Call Option
call.gamma | Call Gamma
call.greek | Specified Call Option Greek
call.minorgreek | Specified Minor Option Greek
call.premium.est | Estimated Premium of Option Contract
call.rho | Call Rho
call.spread | Bull/Bear Call Spread Strategy Function
call.theta | Call Theta
call.vega | Call Vega
cont.rate | Continous Rate
iron.condour | Iron Condour Strategy Function
put.delta | Put Delta
put.estimate | Option Greek and Estimated Premium of Put Option
put.gamma | Put Gamma
put.greek | Put Greeks
put.minorgreek | Specified Minor Option Greek
put.premium.est | Estimated Premium of Put Option
put.rho | Put Rho
put.spread | Bull/Bear Put Spread Strategy Function
put.theta | Put Theta
put.vega | Put Vega
straddle.long | Long Straddle Strategy Function
straddle.short | Short Straddle Strategy Function
strangle.long | Long Strangle Strategy Function
strangle.short | Short Strangle Strategy Function