Tag: option

• Optimal Option Strike Price vs Future Price (15 May 2021)
  

  This post we studies the profit of call options for different strike price and price change. The goal is for the given current price and volacity level, expiration date and ticket, find the most profitable strike price for different future price change. Please read Option Pricing Model for background knowledge the option pricing.

• Get Option Data from Yahoo with Pandas (16 Feb 2021)
  

  This notebook shows how to read the option chain data from Yahoo finance with Pandas. Especially we will use pandas.read_html.

• Option Pricing Model (07 Feb 2021)
  

  The price of option depends on many factors, current stock price, strike price, implied volatility and expiration date. According to Investopedia, the most common pricing model is Black Scholes Model. Howerver, it does not take into account the execution of American Style options, which can be exercised at any time before, and including the day of, expiration, for which Binomial Option Pricing Model should be used.