Option Pricing , Greeks & Implied Volatility
stock = "ITC"
index = "NIFTY"
vix = "INDIAVIX"
start_date = date(2021,4,1)
end_date = date(2021,9,6)
stock price =17377
K_index_list = [14150,14200,14250,14300,14350,14400,14450,14500,14550,14600,14650,14700,14750,14800,14850,14900,
14950,15000,15050,15100,15150,15200,15250,15300,15350,15400,15450,15500,15550,15600,15650,15700,
15750,15800,15850,15900,15950,16000,16050,16100,16150,16200,16250,16300,16350,16400,16450,16500,
16550,16600,16650,16700,16750,16800,16850,16900,16950,17000,17050,17100,17150,17200,17250,17300,
17350,17400,17450,17500,17550,17600,17650,17700,17750,17800,17850,17900,17950,18000,18050,18100,
18150,18200,18250,18300,18350,18400,18450,18500,18550,18600,18650,18700,18750,18800,18850,18900]
time = 252