Timeline for How do trading platforms estimate options pricing P&L graphs?
Current License: CC BY-SA 4.0
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| Dec 30, 2022 at 3:07 | history | edited | AKdemy | CC BY-SA 4.0 |
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| Feb 10, 2022 at 6:08 | comment | added | mentics | Thank you so much for this detailed answer. The platform shows a graph and values similar to what you have shown here. I ran a Black Scholes algorithm and compared the results. In order to best match the platform, I calculated time to expiration in hours and used midnight for start day, and market close for end time. It wasn't a perfect match but it did track the curve pretty closely which I think is sufficient. It's ok if an estimate doesn't exactly match another estimate. | |
| Feb 10, 2022 at 5:55 | vote | accept | mentics | ||
| Feb 5, 2022 at 9:48 | history | edited | AKdemy | CC BY-SA 4.0 |
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| Feb 5, 2022 at 2:22 | comment | added | user46424 | Great answer and examples. +1 | |
| Feb 5, 2022 at 2:00 | history | answered | AKdemy | CC BY-SA 4.0 |