The primary focus is on the option smile volatility and the calculation of implied probabilities based on the observed market data. Companies Analyzed: BLK: Black Rock GOOGL: Google A JPM: JP Morgan and Chase META: Meta (formerly Facebook) FLX: Netflix PEP: PEPSICO WBA: Walgreens
darshkachhara / implications-of-concavity-in-iv-curves Goto Github PK
View Code? Open in Web Editor NEWThe primary focus is on the option smile volatility and the calculation of implied probabilities based on the observed market data. Companies Analyzed: BLK: Black Rock GOOGL: Google A JPM: JP Morgan and Chase META: Meta (formerly Facebook) FLX: Netflix PEP: PEPSICO WBA: Walgreens
License: MIT License