Probability Of Profit, Options Strategy, Python Programming, Black Scholes Model.
example pop=getPoP([[100,110]],"black-scholes",stockprice=100,volatility=0.2, interestrate=0.01,time2maturity=60/365) # Print the result print("Probability of Profit (PoP) is %.2f%%" % (pop*100)) Just like in the first example, this code will end up printing “Probability of Profit (PoP) is 37.60%”.