| https://westbundgroup.com/options?contracts= | |
| Price range (start,end,step): | |
| Prerequsite: | /home/ubuntu/src/binance_options/src/ticker.sh BTC-######-#####-C,BTC-######-#####-P |
| Straddle (pairs) | |
| Pricing (pairs) | |
| Pricing (single) |
| https://westbundgroup.com/options?contracts= | |
| Price range (start,end,step): | |
| Prerequsite: | /home/ubuntu/src/binance_options/src/ticker.sh BTC-######-#####-C,BTC-######-#####-P |
| Straddle (pairs) | |
| Pricing (pairs) | |
| Pricing (single) |
Calls
Puts
注1: "MLE" - sigma coefficient gained from fittting historical data to a Merton-Jump-Diffusion process using MLE.
注2: "Sim" - simulate 100 paths from MLE-fitted model, and calculate the arithmetic log returns.
注3: "Arithmetic" - calculated from direct calculation of the std of log returns.