| ▲ | benstopics 3 hours ago | |
The reason I discovered options prices were wrong is because for fun I created an In-The-Money visualization graph for when you're doing advanced options spreads and I noticed that the graph was asymetrical and profitability and loss made no sense. So with the help of Claude we debugged the code and came up with a pricing strategy that was closer to Black-Scholes. And it really is because it takes into account industry volatility and such it was a fun side quest and Michael is happy with the result which I am very proud of! It really makes me confident that one day, long live the king but, he is in his 80s. Decades from now I will be able to survive on my own, I hope. | ||