Derivatives

Welcome to the repository! Here are collected python scripts that are useful when working with derivatives.

Spreads

Fig. 1. Bull Spread using Calls

Fig. 2. Bull Spread using Puts

Fig. 3. Bear Spread using Puts

Fig. 4. Bear Spread using Calls

Fig. 5. Butterfly Spread using Calls

Fig. 6. Butterfly Spread using Puts

Combinations

Fig. 7. Straddle

Fig. 8. Strangle

Fig. 9. Strap

Fig. 10. Strip