I'm trying to create Builder with APIs (same as Sensibull Options summary, attached sample image) programmatically and monitor Max Profit, Max Loss, Breakeven at Expiry, Probability of Profit. How can i do this?
I presume you understand options well, you will need to build the formulas for these individually and visualise them. The tricky bit would be determining the strike-wise IVs using a Black 76 model to determine these values before expiry.
If you want to calculate this on expiry, this will be much simpler.
Could you share formula or piece of code or material for the same.
There are multiple pieces of calculations that you will need to gather to build something like this. There are public codes available for some of these things (like the Black 76 model here). The rest you need to orchestrate on your own or with the help of fellow traders
I presume you understand options well, you will need to build the formulas for these individually and visualise them. The tricky bit would be determining the strike-wise IVs using a Black 76 model to determine these values before expiry.
If you want to calculate this on expiry, this will be much simpler.
There are public codes available for some of these things (like the Black 76 model here). The rest you need to orchestrate on your own or with the help of fellow traders