Package Exports

react-option-charts
react-option-charts/dist/index.js

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (react-option-charts) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

react-option-charts

Option pricing and payoff charts in React

Getting started

Installation

npm i react-option-charts

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

Example Iron Condor payoff chart

Contribution

PRs welcome