Trading, Finance, Options, Options Trading, Quantitative Finance.
range(len(data) - option_duration): entry_price = data['Close'].iloc[i] strike_price = entry_price * (1 + strike_distance) exit_price = data['Close'].iloc[i + option_duration] premium_received = np.log(strike_price/entry_price) * entry_price * 0.05 # Simplified premium calculation ifexit_price >