This repository was a project for me to learn more options pricing and technical analysis. Believing an optimistic US jobs report in Decemeber 2024 meant a surefire profit, I lost $2K buying calls. (Turns out, not decreasing interest rates because the employment rate went up meant stock prices go down...)
This project uses the Black Scholes model to calculate the price of European-styled Options (can only exercised after the contracted expiration date).
European Option Price Modeling with the Black Scholes model
Greek Calculations
PnL Heatmap
