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OptionChain
OptionChain Public archiveJust 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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India-VIX1W
India-VIX1W Public archiveI 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…
Python
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covered-call-simulator
covered-call-simulator PublicMonte Carlo simulation comparing Fixed Strike vs Rolling ATM covered call strategies. 1M simulated paths, Black-Scholes pricing, vectorized NumPy, PDF report generation.
Python
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