Python Option Pricing Script
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Hi Folks,
I'm Hari,
A python enthusiast and a Quantitative Analyst working for a Investment Management firm. Let's learn basic quant finance modelling with Python.
Find the script to calculate European call and put option price of equities. All you have to do is call in the class with your desired equity symbol, strike price, time to maturity, interest rate and sigma.
The spot price is taken from the yahoo finance, therefore, the option price will dynamically change everytime you call in the method.
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yfinance numpy scipy
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european_options.py - European options price calculations for non-dividend paying stocks
european_options_with_divend.py - European options price for dividend paying stocks
Enjoy!