Delta, Itm Probability, Options Trading, Python.
plt.ylabel("Delta/ITM Probability (%)") plt.plot(call_strike,call_delta,"k-",label="Delta") plt.plot(call_strike,call_itmprob,"k--",label="ITM Prob.") plt.legend() plt.show() plt.xlim(min(df["Strike"]),max(df["Strike"])) plt.ylim(-0.05,0) plt.xlabel("Strikes") plt.ylabel("ITM Probability-Delta