Everything that makes Exotic Options great or not is what you learn from this article. Get to know types, pricing and trading in Python, pros & cons of Exotic Options trading....
Black Scholes Model computes the options price given the Exercise Price, Underlying Stock Price and its Volatility as well as Days to Expiry. We will see the Black Scholes formula, assumptions and Python implementation....
LEAPS options are option contracts with their expiry date longer than a year. With this blog, we will understand LEAPS with a few examples as well its application with a few trading strategies as well as its limitations....
This article is a project work that talks about trading index options and how to set up and study an Index Option trading model based on the Index’s momentum....
A bear spread is an option spread strategy opposite to that of a Bull Spread when the price of the underlying security is expected to fall. Learn more about this strategy with example in this post....
We cover basics of Bull Call Spread Option strategy, includes a bonus Python code and Excel model and shows how to implement this strategy using a live example...
This article talks about Butterfly Options Strategy, a combination of Bull Spread and Bear Spread, a Neutral Trading Strategy and has limited risk options....
This article will take you through the origin and implications of Volatility Smile. Also, learn how to plot the Volatility Smile curve in Python by analyzing the assumption in Black Scholes Model (BSM), the underlying’s daily returns and lognormal distribution....
This article explains the Dispersion Trading Strategy coded in Python and has been authored by Jayesh Kurup as part of the EPAT™ coursework at QuantInsti®....
Write a Long Call Butterfly strategy on Python Programming Language. It is a popular strategy deployed by traders when little price movement is expected...