Options Chain Simulator Utility (NO API)

This utility does NOT use any external APIs. All calculations are done locally for learning and experimentation.

This tool lets you simulate and explore options chains for a given stock. You can input a stock price, generate call/put options at various strikes and expiries, and see payoff diagrams and basic Greeks (Delta, Gamma, etc.).

Features

Simulate call and put options for a user-defined stock price
Choose strike prices, expiry dates, and volatility
Calculate option prices using Black-Scholes (for European options)
Display payoff diagrams for options and simple strategies
Calculate and display basic Greeks (Delta, Gamma, Theta, Vega, Rho)
CLI interface (Python script)
Beginner-friendly: All code is commented for learning

Requirements

Python 3.7+
No external libraries required (uses only Python standard library and math)

Setup

Copy options_chain_simulator.py to your desired folder.
Open a terminal in that folder.

Usage Workflow (Step-by-Step)

Run the script:
```
python options_chain_simulator.py
```
Follow the menu prompts:
Set your stock price, volatility, risk-free rate, and expiry.
Generate an options chain for different strikes.
View payoff diagrams and Greeks for any option.
Exit when done.

No real market data is used. This is for learning only!

Example Session

Welcome to the Options Chain Simulator!
Enter stock price: 100
Enter volatility (e.g. 0.2 for 20%): 0.2
Enter risk-free rate (e.g. 0.05 for 5%): 0.05
Enter expiry in years (e.g. 0.5): 0.5
Available strikes: 80, 90, 100, 110, 120
Select option type (call/put): call
Option price: 7.96
Delta: 0.6368
...etc.

Learning Notes

No API: All calculations are done in Python, so you can see and modify the math yourself.
How does it work? The Black-Scholes formula is implemented in the code, with comments explaining each step.
How can you extend it? Try adding American options, or plotting the payoff diagram with matplotlib!

License

MIT