options-strategy-advisor

You can calculate options Greeks using the Black-Scholes model by running the black_scholes.py script with numpy and scipy, which computes Delta, Gamma, Theta, Vega, and Rho for in-depth risk analysis.

Yes, you can simulate P/L for options strategies like covered calls, protective puts, and spreads without real-time data by providing theoretical parameters to run strategy simulations and assess risk.

The best way to analyze a bull call spread is to use a strategy simulation tool to calculate theoretical prices and Greeks, allowing you to evaluate potential P/L and assess risk before executing the trade.

Yes, you need scipy and numpy installed in your Python environment to execute the Black-Scholes theoretical pricing scripts, as these dependencies handle the mathematical calculations required for options analysis.

No, the options strategy analysis tool does not support live market data feeds; it provides educational analysis and risk management guidance using theoretical pricing and strategy simulations without the need for real-time data.