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cheesecakeMafia/README.md

Hi there 👋

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  1. OptionChain OptionChain Public archive

    Just scraped the NSE website(nseindia.com/option-chain) and extracted all the options data, and made some basic manipulations and plotted the skew and term structure of call and put. WIP!!

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    I have used the white papers available on the NSE India and CBOE websites to generate the volatility index aka VIX on weekly options rather than the normal methodology of doing it on monthly option…

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    Monte Carlo simulation comparing Fixed Strike vs Rolling ATM covered call strategies. 1M simulated paths, Black-Scholes pricing, vectorized NumPy, PDF report generation.

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