Finance with Python! Collar Option Strategy
Tutorial on modeling a collar option strategy within Python. Learn about how a collar is a combination of a covered call & a protective put, the maximum profit/loss from the strategy and how to create a function to automatically graph the strategy.
Black Scholes Merton Model Tutorial - • Finance with Python! Black Scholes Me...
Covered Call Tutorial - • Finance with Python! Covered Call Str...
Protective Put Tutorial - • Finance with Python! Protective Put S...
*Disclaimer - The contents of this video are for informational and educational purposes only. They should not be considered investment, financial, legal or tax advice.*
The notebook can be found in the "Finance with Python" folder within the below repo.
GitHub Repo - https://github.com/ad17171717/YouTube...
CONNECT:
LinkedIn: / adrian-dolinay-frm-96a289106
GitHub: https://github.com/ad17171717
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-----Video Chapters-----
0:00 - Intro
0:17 - Disclaimer
0:29 - Black Scholes Merton model to value European Options
0:48 - Definition of a collar strategy
1:45- Declaring parameters to value the put and call options
4:05 - Net premium from the collar strategy
4:44 - Graphing the net profit from the collar strategy
6:59 - Loosening and tightening the collar strategy
8:25 - Creating a collar function within Python
9:51 - References and additional learning
