aggregate_strategy | Calculate strategy pnl for single option |
compute_option_greeks | Compute selected option greek for given vol+price+time |
compute_option_pnl | Compute option leg pnl before accounting for premiums |
compute_option_scenarios | Compute option price scenarios at a given point in time |
compute_strategy_pnl | Compute strategy pnl |
compute_ttm_years | Compute the time until maturity of an option, measured in... |
create_strat | Create strategy from dataframe |
pipe | Pipe operator |
plot_scenario_surface | Plot option scenarios |
plot_strategy_pnl | Plot strategy pnl |
plot_strategy_scenarios | Plot an existing positions PnL scenarios at a given time |
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