how can I plot:
- intrinsic value of a call/put option in matlab?
- how can I plot the call/put value including the time value?
Additionally, I would like to plot delta, gamma, vega, etc. for several strikes and time to maturity, is that possible?
thanks for your help
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The Financial Toolbox has formulas for option prices [e.g. blsprice() for Black-Scholes model option pricing]. You can see the complete list of functions here:
If you don't have that toolbox, then you might find something you can use in the File Exchange. Here's one:
(But I have no idea if it is any good.)