Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies
Call Delta
Call Option Evaluation
Call Option Greek
Call Premium
Call Rho
Call Theta
Double Vertical Spread Analytics
Implied Volatility Calculation
Lambda
Dual Option Evaluation
Option Gamma
Option Vega
Plot Bear Call Spread
Plot Bear Put Spread
Plot Bull Call Spread
Plot Bull Put Spread
Plot Double Vertical Spread
Plot Custom Vertical Spread
Probability Above
Probability Below
Probability Between
Put Delta
Put Option Evaluation
Put Option Greek
Put Premium
Put Rho
Put Theta
Continuously Compounded Rate
Time Difference
Vertical Spread Analytics
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.