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Ryan Orban

Ryan Orban

Subject
4 entries

Options

Bookmarks

  1. 46-Page Guide to Pricing Options and Implied Volatility with Python

    PyQuant News's 46-page guide to pricing options and calculating implied volatility in Python — covers Black-Scholes, Greeks, and the IV surface with working code. A self-contained practical reference for quant practitioners using Python.

  2. Alpha Pro: Permissionless Options-Selling on DeFi

    Alpha Pro is a permissionless DeFi platform from Charm Finance for automated options-selling strategies on Ethereum — earn yield by systematically selling options (strangles, etc.) with on-chain execution and no centralized management. The on-chain equivalent of systematic options-selling desks.

  3. ThetaGang: Options Premium Collection Bot

    ThetaGang is an open-source Python bot for Interactive Brokers that automates theta-positive options strategies — selling covered calls and cash-secured puts to collect premium. Designed for passive income from options rather than directional trading.

  4. 10 Options Strategies to Know

    Investopedia's overview of 10 common options trading strategies — from the covered call to the iron condor. A practical reference for understanding the risk/reward profiles of standard options positions, useful for any investor venturing beyond stock picking.

All bookmarks