Options Trading

A series of tutorials on Options Trading including definitions, Options Pricing Models, Option Greeks, different trading strategies with free downloadable codes and data such as Dispersion trading, Index Arbitrage and more.

Top Picks

Exploring Options Volatility: Key Properties, Trading Strategies & Backtesting | Webinar

Join us for a discussion on key properties of implied volatility (IV) crucial for trading. Explore mean reversion in IV, volatility skew, and strategies for trading with a volatility outlook. Save your spot now!...
1 min read

Heston Model: Options Pricing, Python Implementation and Parameters

Find out the intricacies of the Heston model: its formula, assumptions, and limitations with this guide. Gain knowledge of volatility dynamics and pricing in options trading and unveil insights into stochastic volatility modelling....
13 min read

Mastering Implied Volatility: From Basics to Python Calculations

Explore the intricacies of implied volatility in financial markets with this blog. Uncover the definition of implied volatility, its significance in options, practical applications and much more. Master the art of navigating implied volatility with our comprehensive guide....
17 min read

Basics Of Options Trading Explained

Options are one of the most popular derivatives that are traded in the stock market. With this blog, you will learn all the characteristics that are important for any beginner before starting options trading....
9 min read

Introduction to Systematic Options Trading | Webinar

A perfect opportunity to start your journey in systematic options trading. This webinar empowers you with the essential knowledge and skills for systematic options trading....
1 min read

Black Scholes Model: Formula, Limitations, Python Implementation

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....
10 min read

Options Trading

Broken Wing Butterfly Options Trading Strategy In Python

Broken Wing Butterfly is the same as a Butterfly Spread wherein the sold spread is typically wider spread than the purchased spread. Read all about it here....
Options Trading
8 min read

Iron Butterfly Options Strategy In Python

The Iron Butterfly Trading Strategy is a part of the Butterfly Spread Options and a combination of a bull spread and a bear spread....
Options Trading
6 min read

Bull Call Spread Strategy

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...
Options Trading
5 min read

Collar Options Trading Strategy In Python

Learn implementing Collar Options Strategy which acts as an additional Protective Put to collar the value of a security position between 2 bounds....
Options Trading
8 min read

Butterfly Spread Options Trading Strategy In Python

This article talks about Butterfly Options Strategy, a combination of Bull Spread and Bear Spread, a Neutral Trading Strategy and has limited risk options....
Options Trading
6 min read

Trading Options: Iron Condor Trading Strategy In Python

The Iron Condor options trading strategy is a combination of the bull put spread options trading strategy and bear call spread options trading strategy. It is one of the simplest strategies that can be practised by traders even with a small account and can make the time decay work in your favour. It…...
Options Trading
7 min read

Long Strangle Option Strategy In Python

For all the Options lover here is a guide to Option’s long strangle strategy with an easy to follow example. You can also learn how to design a payoff chart for this strategy using Python Programming....
Options Trading
5 min read

How To Model Volatility Smile In Python

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....
Options Trading
5 min read

Dispersion Trading Using Options [EPAT PROJECT]

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®....
EPAT Trading Projects
6 min read

Long Call Butterfly Strategy on Python

Write a Long Call Butterfly strategy on Python Programming Language. It is a popular strategy deployed by traders when little price movement is expected...
Options Trading
3 min read