BTC Options Scenario Analysis Notebook

BTC Options Scenario Analysis

Use this notebook to analyse potential returns of BTC options given different future scenarios.

Calculates the % return based on the live options price on Deribit.

The labels on the rows should the strikes of the option. The columns labels are the potential BTC price at settlement. The values in the heatmap show the % return.

Functionalities of this notebook:

• Use this notebook to analyse which option provides the best return.
• Compare the options return compared to holding spot BTC.

This is a great notebook for those who want a framework to choose the best option to buy or for those who want to use this as an example for their own analysis.

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