chiragjhawar / projectreward Goto Github PK
View Code? Open in Web Editor NEWA software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Need to implement the black-scholes pricing model in code to get the fair price rather than using bid and ask.
We need to take in the expiry date from the user as well, right now it is hard coded.
Need to use time library to figure out which pricing to use instead of ask.mean()
Use the arrays in the basicGraph function to send it to the frontend and display the graph.
Credit spread range should be out of the decided price range.
Float is giving issues for converting on some tickers
We are unable to determine a price range for the options to be a sensible investment. We have made them sensitive to the volume of trade but now we wish to include the possible stock movement range till the time of expiry.
Premiums prices should be rounded to 2 decimal places because the premium is not paid in cents, it is whole dollar amount.
I have converted the output into a table and now need to include the graph using the 2 arrays long_payoff anf short_payoff over the the Stock Price range.
Where ever Fair price is less than 0.01, we need to change it to 0.01, or I think 0.05 (one of those).
We need to get the mean volume using lowest vs highest and set a volume greater than that.
Figure out why put credit spread is not working...
This is very important in a quantitative approach of pricing derivative equities in the market. We plan to define functions that help us calculate this and use it to value the options and provide the best results.
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