fat_tails_and_their_impact_on_option_prices4

bba7ea7c-1a53-425d-95b6-c99b8a945d3e.py

# 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);