Option pricing and payoff charts in React
npm i react-option-charts
or
yarn add react-option-charts
<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
PRs welcome