📉 Stock Options Calculator 📈

Table of Contents

• Install
• Usage
• License

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

License

Stock Options Calculator is provided under the ISC License