Plt.title('Long Iron Condor Strategy Payoff',fontsize = 20) Plt.xlabel('Stock Price at Expiry',fontsize = 15) Plt.plot(price, payoff, label = 'Long Iron Condor',c='black') Plt.plot(price, payoff_long_call, label = 'Long Call',linestyle='-') Plt.plot(price, payoff_short_call, label = 'Short Call',linestyle='-') Plt.plot(price, payoff_short_put, label = 'Short Put',linestyle='-') ![]() Plt.plot(price, payoff_long_put, label = 'Long Put',linestyle='-') Premium_put_lower = 2 # the premium of OTM put(Lower k) Premium_put_higher = 10 # the premium of oTM put(Higher k) Premium_call_lower = 10 # the premium of OTM call(Lower k) Premium_call_higher = 2 # the premium of OTM call(Higher k) K_put_lower = 750 # the strike price of OTM put(Lower k) K_put_higher = 780 # the strike price of OTM put(Higher k) K_call_lower = 820 # the strike price of OTM call(Lower k) ![]() K_call_higher = 850 # the strike price of OTM call(Higher k)
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