Option Strategies and Valuation
Iron Condour Strategy Function
Put Delta
Option Greek and Estimated Premium of Put Option
Put Gamma
Put Greeks
Specified Minor Option Greek
Estimated Premium of Put Option
Put Rho
Bull/Bear Put Spread Strategy Function
Put Theta
Put Vega
Long Straddle Strategy Function
Short Straddle Strategy Function
Long Strangle Strategy Function
Short Strangle Strategy Function
Option Greek and Estimated Premium of Call Option
Call Gamma
Specified Call Option Greek
Specified Minor Option Greek
Estimated Premium of Option Contract
Call Rho
Bull/Bear Call Spread Strategy Function
Call Theta
Call Vega
Continous Rate
Box Spread Strategy Function
Butterfly Call Spread Strategy Function
Butterfly Put Spread Strategy Function
Call Delta
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>.