CALCULATOR

import math # Normal Distribution Functions (No need for scipy) def N(x): # Cumulative Normal Distribution return (1.0 + math.erf(x / math.sqrt(2.0))) / 2.0 def N_prime(x): # Normal PDF return math.exp(-0.5 * x * x) / math.sqrt(2 * math.pi) def black_scholes_calculator(S, K, T_days, IV_percent, r_percent, point_value=5): T = T_days / 365.0 IV = IV_percent / 100.0 r = r_percent / 100.0 if T <= 0 or IV <= 0: print("Time or IV zero!") return # d1 d2 - আসল অংক d1 = (math.log(S / K) + (r + 0.5 * IV**2) * T) / (IV * math.sqrt(T)) d2 = d1 - IV * math.sqrt(T) # Call Option Price call_price_pts = S * N(d1) - K * math.exp(-r * T) * N(d2) put_price_pts = K * math.exp(-r * T) * N(-d2) - S * N(-d1) # Greeks delta_call = N(d1) delta_put = delta_call - 1 intrinsic_call = max(S - K, 0) intrinsic_put = max(K - S, 0) time_value_call = call_price_pts - intrinsic_call time_value_put = put_price_pts - intrinsic_put # Theta per day in points theta_call_pts_day = -(S * N_prime(d1) * IV / (2 * math.sqrt(T)) + r * K * math.exp(-r * T) * N(d2)) / 365 theta_put_pts_day = -(S * N_prime(d1) * IV / (2 * math.sqrt(T)) - r * K * math.exp(-r * T) * N(-d2)) / 365 vega_pts = S * math.sqrt(T) * N_prime(d1) / 100 # per 1% IV gamma = N_prime(d1) / (S * IV * math.sqrt(T)) # Expected Move (আপনি যেটা চান) daily_move_dollar = S * IV / math.sqrt(365) expected_7day_move = daily_move_dollar * math.sqrt(T_days) print(f"\n========== CME BTC/ETH Option Calculator ==========") print(f"Spot: {S} | Strike: {K} | Days: {T_days} | IV: {IV_percent}%") print(f"--------------------------------------------------") print(f"CALL Price: {call_price_pts:.1f} pts x ${point_value} = ${call_price_pts*point_value:,.2f}") print(f" Intrinsic: {intrinsic_call:.1f} pts | TimeValue: {time_value_call:.1f} pts") print(f" Delta: {delta_call:.3f} ({delta_call*100:.1f}% Chance ITM)") print(f" Theta: {theta_call_pts_day:.2f} pts/day = ${theta_call_pts_day*point_value:.2f}/day LOSS for Buyer") print(f" Vega: {vega_pts:.2f} pts per 1% IV = ${vega_pts*point_value:.2f}") print(f"--------------------------------------------------") print(f"PUT Price: {put_price_pts:.1f} pts = ${put_price_pts*point_value:,.2f}") print(f" Delta: {delta_put:.3f}") print(f"--------------------------------------------------") print(f"EXPECTED MOVE (আপনার জন্য):") print(f"Daily Expected Move: ${daily_move_dollar:.0f}") print(f"{T_days}-Day Expected Move: ${expected_7day_move:.0f}") print(f"Range: {S-expected_7day_move:.0f} to {S+expected_7day_move:.0f}") print(f"Straddle Price (Call+Put): {(call_price_pts+put_price_pts)*point_value:.0f}$ = Expected Total Move") print(f"==================================================\n") # ===== এখানে আপনার Data বসান ===== # আপনার ছবির Data S = 81535 # Spot Price K = 81500 # Strike Price T_days = 7 # Days to Expiry IV_percent = 34.21 # IV from picture r_percent = 4.5 # Dollar interest black_scholes_calculator(S, K, T_days, IV_percent, r_percent) # ETH এর জন্য Test করতে চাইলে: # black_scholes_calculator(S=2459, K=2500, T_days=7, IV_percent=68, r_percent=4.5)