Modeled option payoffs and Greeks to analyze risk–reward profiles across volatility regimes. Studied implied vs. realized volatility dynamics and sensitivity under changing market conditions.

Focus: Derivatives, volatility modeling, Greeks

Tools: Python, Options Pricing Concepts

Key Outcomes:

• Analyzed option strategies under varying volatility environments
• Computed and interpreted key Greeks for risk management
• Studied volatility mispricing and regime shifts

Links:

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