Created
May 6, 2022 08:33
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fat_tails_and_their_impact_on_option_prices4
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# plot them | |
fig, ax = plt.subplots(figsize=(25,10)) | |
for e, op_px in op_pxs.items(): | |
if e != 0: | |
ax.plot(ks, [x/y for x,y in zip(op_px, op_pxs[0])], label="e = {}".format(e)) | |
ax.set_title("Percentage Chg Time Value for Various Option Strikes", fontsize=24) | |
ax.set_xlabel("Option Strike, K", fontsize=20) | |
ax.set_ylabel("% Change Time Value", fontsize=20) | |
ax.set_yticklabels(['{:,.0%}'.format(x) for x in ax.get_yticks()], fontsize=14) | |
ax.legend(fontsize=14); |
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