optionstratlib

OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.

23 articles 172 View on GitHub ↗
23 articles
How the Poor Man's Covered Call Strategy Uses LEAPS to Replicate Covered Call Exposure

Discover how the Poor Man's Covered Call strategy uses LEAPS options to achieve covered call exposure with less capital. Learn to replicate stock ownership and generate income.

deep-dive
Mar 4, 2026
What is the Vanna-Volga Hedge Surface and How Is It Calculated in Composite Metrics?

Discover the Vanna-Volga hedge surface a 3D grid quantifying vega vanna and volga risk. Learn its calculation in composite metrics using optionstratlib.

deep-dive
Mar 4, 2026
How to Handle CSV/JSON Import/Export for Option Chains with the optionstratlib `chains` Module

Easily import and export option chain data using CSV/JSON with the optionstratlib chains module. Handle missing data and format conversions automatically. Learn more.

how-to-guide
Mar 4, 2026
Theta Curve vs Charm Surface in Optionstratlib: Temporal Greeks Analysis

Understand theta curve vs charm surface in optionstratlib. Explore temporal Greeks analysis and uncover how delta sensitivity drifts across price and time.

deep-dive
Mar 4, 2026
How the `random_walk_build_chain` Simulation Generates Price Paths for Backtesting in optionstratlib

Discover how optionstratlib's random_walk_build_chain simulation generates price paths for backtesting. Learn about stochastic parameters, price sequences, and option chain rebuilding. Optimize your strategy analysis today.

how-to-guide
Mar 4, 2026
Margrabe's Formula for Exchange Option Pricing: Implementation in OptionStratLib

Discover Margrabe's formula for exchange option pricing. This guide explains how to implement the closed-form solution for swapping assets at maturity using OptionStratLib.

tutorial
Mar 4, 2026
How to Configure Plotly Visualization with Custom Themes in optionstratlib

Learn to configure Plotly visualization with custom themes in optionstratlib using hex color strings in GraphConfig for automatic application during rendering. Enhance your charts today.

how-to-guide
Mar 4, 2026
Put-Call Parity Test: Property-Based Tests vs Unit Tests in optionstratlib

Discover the difference between property-based tests and unit tests for put-call parity. Learn how optionstratlib uses random scenarios vs fixed inputs to ensure accuracy.

testing
Mar 4, 2026
How the Covered Call Strategy Integrates with SpotPosition in optionstratlib

Discover how the Covered Call strategy integrates with SpotPosition in optionstratlib. Learn how asset leg data combines with short calls for profit loss analysis and break even points.

how-to-guide
Mar 4, 2026
What Is Kirk's Approximation in Spread Option Pricing?

Discover Kirk's approximation for spread option pricing. Learn how this analytical method prices options with non-zero strikes using adjusted strikes and effective volatility.

deep-dive
Mar 4, 2026
How the Telegraph Process Models Jump-Diffusion for Options Pricing in optionstratlib

Discover how the telegraph process models jump-diffusion for options pricing. Learn about abrupt asset price changes and Markov chains in optionstratlib without complex machinery.

deep-dive
Mar 4, 2026
How Barrier Options Handle Knock-In and Knock-Out Events in optionstratlib's pricing/barrier.rs

Discover how optionstratlib's barrier.rs handles knock-in and knock-out events using analytical Black-Scholes formulas with direction signs and helper closures.

deep-dive
Mar 4, 2026

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