Probability Of Profit, Options Strategy, Python Programming, Black Scholes Model.
d2=d1-vol*sqrt(time2maturity) return d1,d2 where s0 is the current stock price, x is the strike of the option, r is the annualized risk-free interest rate, vol is the annualized volatility and time2maturity is the time remaining to the option expiration in years. This function can be easily