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Great article!

You could have added explained calculation of Sharpe ratio also.

I have created a package for options visualization and BSM model implementation.

Pull requests are welcome :)

Pls do check it out and let me know your feedback:

https://pypi.org/project/opstrat/

I have written article on how to use the package:

https://medium.datadriveninvestor.com/visualizing-option-trading-strategies-in-python-35bfa61151d9

https://medium.datadriveninvestor.com/black-scholes-and-option-greeks-in-python-6038f184801e

Cheers,

Abhijith

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Abhijith Chandradas

Data Analyst | Hacker | Financial Analyst | Freelancer | IIM MBA | Opensource | Democratize Knowledge | https://www.youtube.com/channel/UCLpBd4gzfIBXm2BPpdHOWdQ