This Python script implements the Black-Scholes model to compute the prices of call and put options, as well as their Greeks (Delta, Gamma, Theta, Vega, Rho, Vanna, and Volga). It utilizes end-of-day market data to perform these calculations and saves the results to a CSV file for easy tracking and analysis day-to-day. This script was made upon Nasir Afaf's recommendation on learning about options.
Ensure the config.py file is properly set up with the desired CSV file path, then run the OptionPricing.py script to calculate and save options data.