compute_option_scenarios: Compute option price scenarios at a given point in time
In zumthor86/optPnL: Plots options strategy profit and loss diagrams

Compute option price scenarios at a given point in time

1 2	compute_option_scenarios(scenario_datetime, vol_change = 0.3, underlyer_change = 0.1, n_scenarios = 20, multiplier = 100)

`scenario_datetime`	Datetime at which to compute option price scenarios
`n_scenarios`	Number of scenarios to compute for underlyer volatility
`option_leg`	Option Leg object
`vol_min`	Lower bound of volatility scenarios as a fraction of current volatility
`vol_max`	Upper bound of volatility scenarios as a fraction of current volatility
`underlyer_min`	Minimum underlyer price
`underlyer_max`	Maximum underlyer price
`underlyer_prices`	Vector of underlyer closing prices, matching the option leg prices
`underlyer_margin`	Integer specifying padding at margins of PnL graph