Options Trading, Call, Put, Monte Carlo, Tejapi Quant.
'coid','settle', 'kk', 'theoremp', 'acls', 'ex_price', 'td1y', 'avolt', 'rtime'] } ) # set index stocks = stocks.set_index('mdate') puts = puts.set_index('mdate') calls = calls.set_index('mdate') Data processing Calculating daily return and moving volatility, set 252 days as the window. # Calculate