3D Visualization of Option Greeks and Volatility Skew

Generates a 3D graph which plots the volatility skew of a stock or a selected stock option parameter over time. The default setting plots the net parameter position of a double vertical spread over time.


Reference manual

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2.0.2 by John T. Buynak, a year ago

Browse source code at https://github.com/cran/visualR

Authors: John T. Buynak

Documentation:   PDF Manual  

GPL-3 license

Imports dplyr, jsonlite, plotly, zoo

Depends on optionstrat, quantmod

Suggests knitr, rmarkdown

See at CRAN