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The 46-Page Ultimate Guide to Pricing Options and Implied Volatility With Python

Learn how to price options using Black-Scholes, use the greeks to manage risk, and make money by computing implied volatility.

This 46-page ultimate guide teaches you everything you need to start analyzing plain vanilla equity options with Python.

What You'll Learn Inside the Ultimate Guide

  • Understand the Important Jargon
  • What Are Options?
  • What Is the Black-Scholes Option Pricing Model?
  • Understand (Enough of) the Math
  • Code the Black-Scholes Formula
  • Understand the Greeks
  • Code the Greeks
  • Code Realized Volatility
  • Code Implied Volatility
  • Get Live Options Market Data
  • Compute Implied Volatility
  • Interpolate Missing and Bad Implied Volatility Values
  • Compute Black-Scholes and the Greeks
  • Analyze the Model Error
  • Analyze Implied Volatility

The 47-Page Ultimate Guide to Options Pricing Theory and History with Black Scholes

Learn the theory (and math) behind the Black-Scholes options pricing model, binomial pricing models, the Greeks, and implied volatility.

This 47-page ultimate guide teaches you everything you need to understand how options are priced.

What You'll Learn Inside the Ultimate Guide

  • Terms and Definitions
  • Profit Equations
  • Some Trading Strategies
  • Simple Boundary Conditions
  • The Three Stories of Option Pricing Theory
  • The Third Story of Option Pricing Theory
  • Two-Period Binomial Lattice
  • Binomial Lattice in World of Black-Scholes-Merton
  • A Little Option Pricing History
  • A Model of the Behavior of Stock Prices
  • The Black-Scholes-Merton Differential Equation
  • The Black-Scholes-Merton Option Pricing Formula
  • Black-Scholes-Merton vs. Binomial Lattice
  • General Black-Scholes-Merton Option Pricing Formula
  • The Option “Greeks”