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I made a way to visualize options portfolio profitability as a function of various portfolio parameters. I was craving a visual intuition for how options leg pa
by thethimble 6y ago
I made a way to visualize options portfolio profitability as a function of various portfolio parameters. I was craving a visual intuition for how options leg parameters (strike price, expiration, put/call, short/long, quantity). As a fun side note, the computation of portfolio value happens on the GPU!
https://rainbowoptions.club/ https://rainbowoptions.club/