@uzh-bf/react-option-charts

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