Introduction


An option strategy gives a particular payoff function at expiration.

The payoff function is a piecewise linear function, where certain portions may be decreasing, flat or increasing. These are symbolically represented by -, 0 and +.

By entering a sequence from -, 0 and +, the visualizer will create a 3 dimensional graph of the strategy.

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Written by Dr. Robert Lum at robert_lum@yahoo.com