Week 7: Interesting findings

Apr 07, 2019

Hello blog readers,

This week I started tracking values and started calculating implied volatilities for options expiring on April 12th. So far the implied volatility has been staying remarkably close to the 30 day historical. A problem I am having is adding in a discounted dividend into the formula which I will hopefully figure out this week and be able to program in python to automate. Otherwise, I will manually have to calculate implied volatility which is okay. Additionally, I have learned Virtual Basic and Python to write scripts for the price of a Call and a Put. This is somewhat unnecessary since Excel (surprisingly) is more efficient in this one thing but I wrote the script anyway.

3 Replies to “Week 7: Interesting findings”

  1. Ivana B says:

    Have you resolved last week’s problem?

    1. Partha V. says:

      Yes, Dr. B. I was correct in my assumptions. It doesn’t matter whether I back-track the call or the put.

  2. Rohit P. says:

    Implementing Excel spreadsheets into Python. I like it!

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