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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
rnval The rnval page provides detailed information about calculating the risk neutral value of options, with steps to use the 'rnval' function. It includes detailed parameters like strike prices and risk-free rates along with examples to aid comprehension.
rnval
risk neutral value
options
stock options
strike price
risk-free rate

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

The risk neutral value of the options

Usage

rnval [-p] [-m MINI] [-M MAXI] [-r RISK]

Parameters

Name Description Default Optional Choices
put Show puts instead of calls False True None
mini Minimum strike price shown None True None
maxi Maximum strike price shown None True None
risk The risk-free rate to use None True None

Examples

2022 Feb 16, 09:45 (🦋) /stocks/options/pricing/ $ add -p 100 -c 0.5

2022 Feb 16, 09:46 (🦋) /stocks/options/pricing/ $ add -p 200 -c 0.5

2022 Feb 16, 09:46 (🦋) /stocks/options/pricing/ $ show
Estimated price(s) of AAPL at 2022-05-20
┏━━━━━━━━┳━━━━━━━━┓
┃ Price  ┃ Chance ┃
┡━━━━━━━━╇━━━━━━━━┩
│ 100.00 │ 0.50   │
├────────┼────────┤
│ 200.00 │ 0.50   │
└────────┴────────┘
2022 Feb 16, 09:46 (🦋) /stocks/options/pricing/ $ rnval
            Risk Neutral Values
┏━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━┓
┃ Strike ┃ Last Price ┃ Value ┃ Difference ┃
┡━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━┩
│ 120.00 │ 53.25      │ 39.99 │ 13.26      │
├────────┼────────────┼───────┼────────────┤
│ 125.00 │ 48.11      │ 37.49 │ 10.62      │
├────────┼────────────┼───────┼────────────┤
│ 130.00 │ 43.80      │ 34.99 │ 8.81       │
├────────┼────────────┼───────┼────────────┤
│ 135.00 │ 37.71      │ 32.49 │ 5.22       │
├────────┼────────────┼───────┼────────────┤
│ 140.00 │ 35.00      │ 29.99 │ 5.01       │
├────────┼────────────┼───────┼────────────┤
│ 145.00 │ 30.35      │ 27.49 │ 2.86       │
├────────┼────────────┼───────┼────────────┤
│ 150.00 │ 26.30      │ 24.99 │ 1.31       │
├────────┼────────────┼───────┼────────────┤
│ 155.00 │ 22.35      │ 22.49 │ -0.14      │
├────────┼────────────┼───────┼────────────┤
│ 160.00 │ 18.30      │ 19.99 │ -1.69      │
├────────┼────────────┼───────┼────────────┤
│ 165.00 │ 15.00      │ 17.50 │ -2.50      │
├────────┼────────────┼───────┼────────────┤
│ 170.00 │ 11.35      │ 15.00 │ -3.65      │
├────────┼────────────┼───────┼────────────┤
│ 175.00 │ 8.65       │ 12.50 │ -3.85      │
├────────┼────────────┼───────┼────────────┤
│ 180.00 │ 6.70       │ 10.00 │ -3.30      │
├────────┼────────────┼───────┼────────────┤
│ 185.00 │ 4.60       │ 7.50  │ -2.90      │
├────────┼────────────┼───────┼────────────┤
│ 190.00 │ 3.25       │ 5.00  │ -1.75      │
├────────┼────────────┼───────┼────────────┤
│ 195.00 │ 2.29       │ 2.50  │ -0.21      │
├────────┼────────────┼───────┼────────────┤
│ 200.00 │ 1.59       │ 0.00  │ 1.59       │
├────────┼────────────┼───────┼────────────┤
│ 210.00 │ 0.70       │ 0.00  │ 0.70       │
└────────┴────────────┴───────┴────────────┘