GitHub - Antony-SS/FTX-Derivatives-Pricing-Analysis: A little pet project for now. FTX US Derivatives (formerly LedgerX) is the only regulated platform that allows options trading on crypto in the U.S. I am curious as to how the options are priced on such a volatile asset. This project uses Black Scholes formula to determine whether market prices are significantly different from what the Black Scholes model says the price should be.

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A little pet project for now. FTX US Derivatives (formerly LedgerX) is the only regulated platform that allows options trading on crypto in the U.S. I am curious as to how the options are priced on such a volatile asset. This project uses Black Scholes formula to determine whether market prices are significantly different from what the Black Sch…

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Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
Outputs		Outputs
__pycache__		__pycache__
.DS_Store		.DS_Store
.gitignore		.gitignore
Contract.py		Contract.py
FTX Derivatives - Eth Covered Calls.ipynb		FTX Derivatives - Eth Covered Calls.ipynb
constant.py		constant.py