0.1.2 • Published 10 months ago
@uzh-bf/react-option-charts v0.1.2
react-option-charts
Option pricing and payoff charts in React
Getting started
Installation
npm i react-option-charts
or
yarn add react-option-charts
Usage
<OptionPayoffChart
seriesName="example"
showPayoff
s={96.5}
r={.007}
strategies={[{
name: 'Iron condor',
color: "red",
payoffColor: "blue",
optionLegs: [{
k: 95,
t: 45 / 365,
v: .15,
callPut: "put",
quantity: 1,
}, {
k: 100,
t: 45 / 365,
v: .15,
callPut: "put",
quantity: -1,
}, {
k: 105,
t: 45 / 365,
v: .15,
callPut: "call",
quantity: -1,
}, {
k: 110,
t: 45 / 365,
v: .15,
callPut: "call",
quantity: 1,
}]
}]}
></OptionPayoffChart>
- s - Current price of the underlying
- k - Strike price
- t - Time to expiration in years
- v - Volatility as a decimal
- r - Annual risk-free interest rate as a decimal
- callPut - The type of option to be priced - "call" or "put"
quantity - Number of contracts, positive for long or negative for short
showPayoff - Optional bool to show payoff chart
- payoffTitle - Optional string to overwrite payoff title. "{0}" will be overwritten by the strategy name
Contribution
PRs welcome
0.1.2
10 months ago