@bmancini55/finance/dist/options-basic.js

Finance utilities for JavaScript

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.calcTimeValue = exports.calcIntrisicValue = void 0;
/**
 * Calculates the intrinsic value of an option
 * @param isCall true when option is call, false when option is put
 * @param strike strike price of the option
 * @param spot current spot price of underlying
 */
function calcIntrisicValue(isCall, strike, spot) {
    return Math.max(0, isCall ? spot - strike : strike - spot);
}
exports.calcIntrisicValue = calcIntrisicValue;
/**
 * Calculates the time value of an option
 * @param isCall true when option is call, false when option is put
 * @param option price of the option
 * @param strike strike price of the option
 * @param spot current spot price of underlying
 */
function calcTimeValue(isCall, option, strike, spot) {
    return option - calcIntrisicValue(isCall, strike, spot);
}
exports.calcTimeValue = calcTimeValue;
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