def getExpectedPriceRangeTillNextExpiryDays(underlyingPrice, impVol):
"""
Get the expected price range of an underlying at the next
monthly expiry.
Parameters
----------
underlyingPrice : price of the underlying stock
impVol : implied volatility of the underlying
Returns
-------
"""
print('underlyingPrice: ', type(underlyingPrice))
print('impVol: ', type(impVol))
try:
priceTimesImpvol = underlyingPrice * impVol
sqrtOfDaysDiv = math.sqrt(
dateUtils.daysToExpiry(dateUtils.getNextExpiryDate()) / 365)
except ValueError:
print("**** in getExpectedPriceRangeTillNextExpiryDays")
print(" ValueError: ", ValueError)
print(' underlyingPrice: ', underlyingPrice)
print(' impVol: ', impVol)
return 0
return round((priceTimesImpvol * sqrtOfDaysDiv), 2)
def displayUnderlyingDetails(aTableWidget, expiryDate):
aTableWidget.stockLast.setText('{:>7.2f}'.format(aTableWidget.an_option_spread.theUnderlyingReqTickerData.last))
aTableWidget.stockClose.setText('{:>7.2f}'.format(aTableWidget.an_option_spread.theUnderlyingReqTickerData.close))
aTableWidget.putOpenInterest.setText('{:>7.0f}'.format(aTableWidget.an_option_spread.theUnderlyingReqTickerData.putOpenInterest))
aTableWidget.callOpenInterest.setText('{:>7.0f}'.format(aTableWidget.an_option_spread.theUnderlyingReqTickerData.callOpenInterest))
totalOpenInterest = aTableWidget.an_option_spread.theUnderlyingReqTickerData.callOpenInterest + \
aTableWidget.an_option_spread.theUnderlyingReqTickerData.putOpenInterest
aTableWidget.totalOpenInterest.setText('{:>7.0f}'.format(totalOpenInterest))
aTableWidget.callVolume.setText('{:>7.0f}'.format(aTableWidget.an_option_spread.theUnderlyingReqTickerData.callVolume))
aTableWidget.putVolume.setText('{:>7.0f}'.format(aTableWidget.an_option_spread.theUnderlyingReqTickerData.putVolume))
theTotalVolume = aTableWidget.an_option_spread.theUnderlyingReqTickerData.putVolume + \
aTableWidget.an_option_spread.theUnderlyingReqTickerData.callVolume
aTableWidget.totalVolume.setText('{:>7.0f}'.format(theTotalVolume))
aTableWidget.daysToExpiry.setText('{:>7.0f}'.format(dateUtils.daysToExpiry(expiryDate)))
aTableWidget.impliedVol.setText('{:.2%}'.format(aTableWidget.an_option_spread.impliedVolatility))
def getExpectedPriceRangeTillNextExpiryDays(underlyingPrice, impVol):
"""
Get the expected price range of an underlying at the next
monthly expiry.
using:
(Stock Price * IV)/SQRT(Days to Expiry/#Days in a Year)
suggest using: # todo -- update to this Expected Price Range - do not think this is correct
# todo -- continue to include Days to Expiry. 6/10/2020
(Stock Price * IV)/SQRT(#Days in a Year)
Parameters
----------
underlyingPrice : price of the underlying stock
impVol : implied volatility of the underlying
Returns
-------
"""
# print('underlyingPrice: ', type(underlyingPrice))
# print('impVol: ', type(impVol))
try:
priceTimesImpvol = underlyingPrice * impVol
sqrtOfDaysDiv = math.sqrt(
dateUtils.daysToExpiry(dateUtils.getNextExpiryDate()) / 365)
except ValueError:
print("**** in getExpectedPriceRangeTillNextExpiryDays")
print(" ValueError: ", ValueError)
print(' underlyingPrice: ', underlyingPrice)
print(' impVol: ', impVol)
return 0
return round((priceTimesImpvol * sqrtOfDaysDiv), 2)