Ishan100/Options_Theory

📊 Options Strategies & Exotic Options Dashboard

A comprehensive interactive dashboard for analyzing options trading strategies and exotic options.

🎯 Features

Options Strategies

• —Single Options: Long/Short Calls and Puts
• —Spreads: Bull/Bear Call/Put Spreads, Calendar Spreads
• —Straddles & Strangles: Long/Short Straddles and Strangles
• —Condors & Butterflies: Iron Condors, Butterfly Spreads
• —Synthetic Strategies: Synthetic Long/Short, Protective Put

Exotic Options

• —Asian Options: Average price and strike options
• —Barrier Options: Knock-in and Knock-out options
• —Lookback Options: Fixed and floating strike
• —Digital Options: Cash-or-nothing, Asset-or-nothing
• —Rainbow Options: Multi-asset options

Analytics

• —Interactive Payoff Diagrams: Real-time P&L visualization
• —Greeks Analysis: Delta, Gamma, Theta, Vega, Rho for strategies
• —Risk Metrics: VaR, Expected Shortfall, Maximum Drawdown
• —Scenario Analysis: Monte Carlo simulations
• —Break-even Analysis: Profit zones and risk assessment

🚀 Quick Start

pip install -r requirements.txt
streamlit run app.py

📈 Strategy Categories

1. 1.Directional Strategies: For traders with market direction views
2. 2.Volatility Strategies: For volatility trading and hedging
3. 3.Income Strategies: For premium collection and income generation
4. 4.Hedging Strategies: For risk management and protection

🔬 Advanced Features

• —Real-time Greeks calculation and visualization
• —Monte Carlo simulation for strategy performance
• —Historical volatility analysis
• —Implied volatility surface modeling
• —Multi-leg strategy optimization