Simple reports to show the financial exposures of a portfolio of stock options
This shows the profit and loss (P&L) and risk exposures for a basket of call and put options against a single underlying stock. It can show these exposures for a matrix of scenerios indexed by future dates and future stock prices.
There's a version in OptionAnalysis.R which creates a text report and ggplot2 plots. There's also a version in OptionAnalysisReport.Rmd which uses knitr to create a HTML report with tables and graphs.