jace48

jace48 / OptionPremium_WithGreeks.py

Last active August 30, 2024 19:20

Black Scholes Merton with Greeks (Adjoints) with respect to Inputs

	import math
	from scipy.stats import norm


	def BSM_withAdjoints(S0, r, y, sig, K, T):
	#Evaluation

	sqrtT = math.sqrt(T)

	df = math.exp(-r * T)

jace48 / GetIVGreeks.py

Last active February 20, 2024 05:58 — forked from ShabbirHasan1/GetIVGreeks.py

Python Class To Calculate Options IV and Greeks

	# -- coding: utf-8 --
	"""
	:description: Python Class To Calculate Options IV and Greeks
	:license: MIT.
	:author: Shabbir Hasan
	:created: On Thursday December 22, 2022 23:43:57 GMT+05:30
	"""
	__author__ = "Shabbir Hasan aka DrJuneMoone"
	__webpage__ = "https://github.com/ShabbirHasan1"
	__license__ = "MIT"

jace48 / SMA_EMA_250.py

Last active July 13, 2024 14:57

EMA and SMA of Stock with Rolling days of 250

	import numpy as np
	from datetime import datetime
	import pandas as pd
	import plotly.graph_objs as go


	'''
	Sample CSV File
	Ticker,Date,Open,High,Low,Close,Volume
	SBIN,2024-04-24,778.50,778.50,770.20,773.10,7842615