Stock-options-calculator NPM

📉 Stock Options Calculator 📈

Install

npm i stock-options-calculator

Usage

Find break even point

Arguments

Argument	Type	Description
strike	number	strike price ($$$ per share)
premium	number?	current market price of an option ($$$ per share)

For call option

Returns

number - break-even price for call ($$$ per share)

Example

const { callBreakEvenPoint } = require('stock-options-calculator')

callBreakEvenPoint(50) // returns 50
callBreakEvenPoint(50, 10) // returns 60

For put option

Returns

number - break-even price for put ($$$ per share)

Example

const { putBreakEvenPoint } = require('stock-options-calculator')

putBreakEvenPoint(50) // returns 50
putBreakEvenPoint(50, 10) // returns 40

Count payoff

Arguments

Argument	Type	Description
strike	number	strike price ($$$ per share)
stock	number	underlying price ($$$ per share)
premium	number?	current market price of an option ($$$ per share)

From buying call option

Returns

number - payoff from buying call ($$$ per share)

Example

const { payoffFromBuyingCall } = require('stock-options-calculator')

payoffFromBuyingCall(50, 70) // returns 20
payoffFromBuyingCall(50, 70, 10) // returns 10

From buying put option

Returns

number - payoff from buying put ($$$ per share)

Example

const { payoffFromBuyingPut } = require('stock-options-calculator')

payoffFromSellingCall(50, 40) // returns 0
payoffFromSellingCall(50, 40, 10) // returns 10

From selling call option

Returns

number - payoff from selling call ($$$ per share)

Example

const { payoffFromBuyingCall } = require('stock-options-calculator')

payoffFromBuyingCall(50, 70) // returns 20
payoffFromBuyingCall(50, 70, 10) // returns 10

From selling put option

Returns

number - payoff from selling put ($$$ per share)

Example

const { payoffFromSellingPut } = require('stock-options-calculator')

payoffFromSellingPut(50, 40) // returns -10
payoffFromSellingPut(50, 70, 10) // returns 10

Count price using Black-Scholes Model

Arguments

Argument	Type	Description
blackScholesInput	Object	Black-Scholes Model

blackScholesInput

Argument	Type	Description
strike	number	strike price ($$$ per share)
stock	number	underlying price ($$$ per share)
interestRate	number	continuously compounded risk-free interest rate (% p.a.)
volatility	number	annual volatility (% p.a.)
timeToExpire	number	time to expiration (% of year)
dividend	number?	continuously compounded dividend yield (% p.a.)

For call option

Returns

number - price for call ($$$ per share)

Example

const { callPrice } = require('stock-options-calculator')

const strike = 58
const stock = 60
const interestRate = 0.035
const volatility = 0.2
const timeToExpire = 0.5
const dividend: 0.0125  

callPrice({ strike, stock, interestRate, volatility, timeToExpire }) // returns 5.0171
callPrice({ strike, stock, interestRate, volatility, timeToExpire, dividend }) // returns 4.7704

For put option

Returns

number - price for putPrice ($$$ per share)

Example

const { putPrice } = require('stock-options-calculator')

const strike = 58
const stock = 60
const interestRate = 0.035
const volatility = 0.2
const timeToExpire = 0.5
const dividend: 0.0125  

putPrice({ strike, stock, interestRate, volatility, timeToExpire }) // returns 2.0109
putPrice({ strike, stock, interestRate, volatility, timeToExpire, dividend }) // returns 2.138