exec_bsm_call.py

ativo = 'BBAS3'
vencimento = '2022-12-16'
K = 36.55

df = cotacoes(ativo, 365)

S = df['Adj Close'][-1]

df['Returns'] = np.log(df['Adj Close']/df['Adj Close'].shift(1))

sigma = df['Returns'].std() * 252 ** 0.5

r = selic()

T = (datetime.strptime(vencimento, '%Y-%m-%d') - datetime.now()).days/365

print(S) # 39.400001525878906
print(K) # 36.55
print(r) # 0.13649989315282562
print(sigma) # 0.2941359350202654
print(T) # 0.24383561643835616

bsm_call(S, K, r, sigma, T) # 4.761216571682159