Probability Of Profit, Options Strategy, Python Programming, Black Scholes Model.
d2_lower=get_d1_d2(100,100,0.01,0.2,60/365)[1] d2_upper=get_d1_d2(100,110,0.01,0.2,60/365)[1] # Calculate the PoP from the difference in the CDFs of d2 for the lower # and upper bounds of the PR pop=stats.norm.cdf(d2_lower)-stats.norm.cdf(d2_upper) # Print the result print("Probability of Profit