Delta, Itm Probability, Options Trading, Python.
"premium":(df["Bid"][i]+df["Ask"][i])/2.0, "n":100,"action":"buy"}] st.getdata(stockprice=stockprice,startdate=startdate, targetdate=targetdate,volatility=volatility, interestrate=interestrate,minstock=minstock, maxstock=maxstock,strategy=strategy, compute_the_greeks=True) out=st.run()