options-strategy-advisor

You can simulate options strategy P/L by running the Python scripts that apply Black-Scholes pricing to evaluate major spreads and combos across equities using numpy and scipy. The scripts take inputs like IV, risk-free rate, HV, and dividends to generate theoretical scenarios for educational planning.

The Black-Scholes pricing scripts calculate standard options Greeks to help traders understand risk exposure. These Greeks are computed using Python 3.8+ with numpy and scipy, providing theoretical sensitivity metrics for income, protection, and directional strategies without real-time data.

Yes, you can analyze earnings-based options strategies with volatility guidance. The Skill includes specific modules for earnings-focused strategies, allowing you to input historical volatility and implied volatility to simulate and compare theoretical P/L outcomes for educational purposes.

Yes, the options strategy simulator works without real-time market data. It uses theoretical Black-Scholes pricing models and user-provided inputs for implied volatility, risk-free rate, and dividends to generate educational P/L simulations and Greeks.