Delta, Itm Probability, Options Trading, Python.
df=pd.read_csv("msft_22-November-2021.csv") # Loop over the calls and compute both Delta and ITM probability for each strike for i,_ in enumerate(df["Expiration"]): if df["Expiration"][i]==targetdate and df["Type"][i]=="call": strategy=[{"type":"call", "strike":df["Strike"][i],