Radiant-Discount-899 t1_jaag270 wrote on February 28, 2023 at 12:42 AM Reply to comment by hardyrekshin in 2023-02-27 Wrinkle-brain Plays (Mathematically derived options plays) by hardyrekshin Thanks for the response!. I have another question The notes says Black Scholes model is calculates for European Market and not US Market options? You still think it applies for US as well? Permalink Parent 1
Radiant-Discount-899 t1_ja8939d wrote on February 27, 2023 at 4:07 PM Reply to 2023-02-27 Wrinkle-brain Plays (Mathematically derived options plays) by hardyrekshin Thanks for sharing this!. Few questions. What is the tool/library you use to get the gamma and other greeks. How are you determining the expiry date for the play? Permalink 1
Radiant-Discount-899 t1_jaag270 wrote
Reply to comment by hardyrekshin in 2023-02-27 Wrinkle-brain Plays (Mathematically derived options plays) by hardyrekshin
Thanks for the response!. I have another question
The notes says Black Scholes model is calculates for European Market and not US Market options? You still think it applies for US as well?