Poorman's Options Lab

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TL;DR

This notebook has thrree tools

1. find_best_put_to_sell

• input a ticker and the max breakeven price, output the top cash covered put options to sell that yields highest Annualized Return Rate for the cash collateral.

2. find_best_call_to_sell

• input a ticker and the min breakeven price, output the top covered call options to sell that yields highest Annualized Return Rate for the equity collateral.

3. find_best_call_to_buy

• input a ticker, visualize the Implied Volatility of call option over different expiration dates and strike prices. The dips in the curves are probably better choices to buy than their neighbors.

Disclaimer

This software comes with absolutely no warranty nor support whatsoever, and it's purely for research purpose. Use it at your own risk.

FAQ

1. How to use this notebook?

• Search "how to use ipython notebook".
• Run "Common Block" first, then run the individual tools block.

2. Where did you get the data?

• All the financial data used by this program are from yahoo finance.
• The data quality (accuracy, integrity, latency, etc.) is totally up to finance.yahoo.com and the yfinance tool.

3. Suggestions? Discussions?

• Create issues in the GitHub project: Options Lab