Delta, Itm Probability, Options Trading, Python.
call_strike.append(df["Strike"][i]) call_delta.append(out["Delta"][0]*100) call_itmprob.append(out["InTheMoneyProbability"][0]*100) call_diff.append(out["InTheMoneyProbability"][0]-out["Delta"][0]) # Make the plots plt.xlim(min(df["Strike"]),max(df["Strike"])) plt.ylim(0,100) plt.xlabel("Strikes")