roptions
Option Strategies and Valuation
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" <doi:10.1086/260062>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.3 |
rolling linux/jammy R-4.5 | roptions_1.0.3.tar.gz |
102.4 KiB |
1.0.3 |
rolling linux/noble R-4.5 | roptions_1.0.3.tar.gz |
102.0 KiB |
1.0.3 |
rolling source/ R- | roptions_1.0.3.tar.gz |
12.8 KiB |
1.0.3 |
latest linux/jammy R-4.5 | roptions_1.0.3.tar.gz |
102.4 KiB |
1.0.3 |
latest linux/noble R-4.5 | roptions_1.0.3.tar.gz |
102.0 KiB |
1.0.3 |
latest source/ R- | roptions_1.0.3.tar.gz |
12.8 KiB |
1.0.3 |
2026-04-26 source/ R- | roptions_1.0.3.tar.gz |
12.8 KiB |
1.0.3 |
2026-04-23 source/ R- | roptions_1.0.3.tar.gz |
12.8 KiB |
1.0.3 |
2026-04-09 windows/windows R-4.5 | roptions_1.0.3.zip |
105.3 KiB |
1.0.3 |
2025-04-20 source/ R- | roptions_1.0.3.tar.gz |
12.8 KiB |