Notebook Help

Brian Lee
Jul 22, 2025

This is part of an effort to make the material more beginner-friendly. If tools like Google Colab prove effective, the website will be reorganized around a more interactive and programmable interface.

Shortcuts

• Google Colab Notebook
• My Strategy in a Nutshell

Index

• Daily Volatility (\(DV\))
  • Adjusted Daily Volatility High (\(DV_{adjhigh}\))
  • Adjusted Daily Volatility Low (\(DV_{adjlow}\))
  • Daily Volatility High (\(DV_{high}\))
  • Daily Volatility Low (\(DV_{low}\))
  • Daily Volatility Scaler (\(DV_{scaler}\))
• Google Colab Notebook
• My Strategy In A Nutshell
• Number of Trading Days
• Option
  • Black-scholes
  • Call Delta Vs Spot Price
  • Option Delta
  • Option Moneyness
    • At-the-money (ATM)
    • In-the-money (ITM)
    • Out-the-money (OTM)
  • Option Strike Price
  • Underlying Vs Covered Call Price
• Underlying
  • Spot Price (\(UP_{spot}\))
  • Underlying Closing Price (\(UP_{closing}\))
  • Underlying Opening Price (\(UP_{opening}\))
  • Underlying Price (\(UP\))
• Volatility
  • 30-Day Historical Volatility (\(HV30\))
  • Implied Volatility (\(IV\))
• Wait Time