如何解决在代码中获取以下错误以对期权定价
'''
Call Option
[2]:
import numpy as np
import matplotlib.pyplot as plt
import yfinance as yf
[4]:
dfo = yf.Ticker("ARWR")
dfo.options
[7]:
dfo_exp = dfo.option_chain('2020-12-18')
[8]:
dfo_exp.calls
[8]:
contractSymbol lastTradeDate strike lastPrice bid ask change percentChange volume openInterest impliedVolatility inTheMoney contractSize currency
0 ARWR201218C00018000 2020-08-24 04:03:42 18.0 25.90 0.0 0.0 0.0 0.0 NaN 3 0.000010 True REGULAR USD
1 ARWR201218C00020000 2020-09-02 18:28:58 20.0 20.00 0.0 0.0 0.0 0.0 1.0 1 0.000010 True REGULAR USD
2 ARWR201218C00025000 2020-08-19 19:28:43 25.0 21.87 0.0 0.0 0.0 0.0 50.0 50 0.000010 True REGULAR USD
3 ARWR201218C00028000 2020-07-07 15:06:32 28.0 20.50 15.4 16.4 0.0 0.0 6.0 0 0.000010 True REGULAR USD
4 ARWR201218C00030000 2020-07-20 14:31:38 30.0 23.20 16.0 18.2 0.0 0.0 1.0 2 0.748049 True REGULAR USD
5 ARWR201218C00031000 2020-09-14 14:35:57 31.0 8.40 0.0 0.0 0.0 0.0 2.0 2 0.000010 True REGULAR USD
6 ARWR201218C00033000 2020-09-14 18:21:53 33.0 7.10 0.0 0.0 0.0 0.0 23.0 43 0.000010 True REGULAR USD
7 ARWR201218C00034000 2020-09-15 15:07:42 34.0 6.61 0.0 0.0 0.0 0.0 8.0 27 0.000010 True REGULAR USD
8 ARWR201218C00035000 2020-09-16 15:51:32 35.0 17.57 0.0 0.0 0.0 0.0 12.0 54 0.000010 True REGULAR USD
9 ARWR201218C00036000 2020-09-14 18:26:38 36.0 5.80 0.0 0.0 0.0 0.0 14.0 15 0.000010 True REGULAR USD
10 ARWR201218C00037000 2020-09-16 19:07:56 37.0 14.50 0.0 0.0 0.0 0.0 1.0 128 0.000010 True REGULAR USD
11 ARWR201218C00038000 2020-09-14 14:35:57 38.0 5.00 0.0 0.0 0.0 0.0 73.0 134 0.000010 True REGULAR USD
12 ARWR201218C00039000 2020-07-24 16:28:33 39.0 14.00 9.1 11.1 0.0 0.0 10.0 11 0.547856 True REGULAR USD
13 ARWR201218C00040000 2020-09-16 18:40:21 40.0 13.80 0.0 0.0 0.0 0.0 6.0 199 0.000010 True REGULAR USD
14 ARWR201218C00041000 2020-09-16 15:21:43 41.0 13.15 0.0 0.0 0.0 0.0 3.0 6 0.000010 True REGULAR USD
15 ARWR201218C00042000 2020-09-16 15:13:11 42.0 13.04 0.0 0.0 0.0 0.0 3.0 44 0.000010 True REGULAR USD
16 ARWR201218C00043000 2020-09-11 17:42:00 43.0 3.00 0.0 0.0 0.0 0.0 5.0 11 0.000010 True REGULAR USD
17 ARWR201218C00044000 2020-09-16 14:56:14 44.0 10.00 0.0 0.0 0.0 0.0 31.0 146 0.000010 True REGULAR USD
18 ARWR201218C00045000 2020-09-16 14:58:25 45.0 10.40 0.0 0.0 0.0 0.0 6.0 133 0.000010 True REGULAR USD
19 ARWR201218C00050000 2020-09-16 17:23:56 50.0 8.10 0.0 0.0 0.0 0.0 84.0 348 0.031260 False REGULAR USD
20 ARWR201218C00055000 2020-09-16 17:03:51 55.0 6.80 0.0 0.0 0.0 0.0 269.0 659 0.062509 False REGULAR USD
21 ARWR201218C00060000 2020-09-16 19:16:11 60.0 4.00 0.0 0.0 0.0 0.0 71.0 1872 0.125009 False REGULAR USD
22 ARWR201218C00065000 2020-09-16 15:33:56 65.0 3.80 0.0 0.0 0.0 0.0 39.0 222 0.125009 False REGULAR USD
23 ARWR201218C00070000 2020-09-16 14:27:51 70.0 3.00 0.0 0.0 0.0 0.0 18.0 40 0.125009 False REGULAR USD
24 ARWR201218C00075000 2020-09-16 16:55:12 75.0 3.00 0.0 0.0 0.0 0.0 19.0 39 0.250007 False REGULAR USD
[10]:
df = yf.download("ARWR")
[*********************100%***********************] 1 of 1 completed
[11]:
df.head()
[11]:
Open High Low Close Adj Close Volume
Date
1993-12-16 2925.0 2925.0 2925.0 2925.0 2925.0 0
1993-12-17 2762.5 2762.5 2762.5 2762.5 2762.5 0
1993-12-20 2762.5 2762.5 2762.5 2762.5 2762.5 0
1993-12-21 2762.5 2762.5 2762.5 2762.5 2762.5 0
1993-12-22 2762.5 2762.5 2762.5 2762.5 2762.5 0
[12]:
df.tail()
[12]:
Open High Low Close Adj Close Volume
Date
2020-09-10 36.319000 37.805000 34.900002 35.200001 35.200001 1269300
2020-09-11 35.529999 35.660000 32.860001 33.209999 33.209999 1904100
2020-09-14 33.860001 34.680000 33.220001 34.040001 34.040001 1363700
2020-09-15 34.480000 34.959999 33.610001 33.799999 33.799999 1034400
2020-09-16 40.049999 53.119999 40.049999 47.430000 47.430000 23998700
[13]:
df['Adj Close'][-1]
[13]:
47.43000030517578
[14]:
spot_price = df['Adj Close'][-1] # current price
share_price = np.arange(0.9*spot_price,1.1*spot_price)
strike_price = dfo_exp.calls['strike'],50 # exercise price of an options that is fixed price
call_price = dfo_exp.calls['lastPrice'],8.10 # price of an option or premium
[15]:
def call_option(share_price,strike_price,call_price):
pnl = np.where(share_price > strike_price,share_price - strike_price,0)
return pnl - call_price
[16]:
payoff_long_call = call_option(share_price,call_price)
# Plot the graph
plt.subplots(figsize=(16,8))
plt.gca().spines['bottom'].set_position('zero')
plt.plot(share_price,payoff_long_call,label='Call option buyer payoff',color='g')
plt.xlabel('Range Stock Price')
plt.ylabel('Profit and loss')
plt.grid(which='both')
plt.legend()
plt.show()
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-16-50bdca645437> in <module>
----> 1 payoff_long_call = call_option(share_price,call_price)
2 # Plot the graph
3 plt.subplots(figsize=(16,8))
4 plt.gca().spines['bottom'].set_position('zero')
5 plt.plot(share_price,color='g')
<ipython-input-15-1db3531586cb> in call_option(share_price,call_price)
1 def call_option(share_price,call_price):
----> 2 pnl = np.where(share_price > strike_price,0)
3 return pnl - call_price
ValueError: operands Could not be broadcast together with shapes (10,) (2,)
[17]:
payoff_short_call = payoff_long_call * -1.0
# Plot
plt.subplots(figsize=(16,payoff_short_call,label='Short 240 Strike Call',color='r')
plt.xlabel('Range Stock Price')
plt.ylabel('Profit and loss')
plt.grid(which='both')
plt.legend()
plt.show()
---------------------------------------------------------------------------
NameError Traceback (most recent call last)
<ipython-input-17-862460f48f4d> in <module>
----> 1 payoff_short_call = payoff_long_call * -1.0
2 # Plot
3 plt.subplots(figsize=(16,color='r')
NameError: name 'payoff_long_call' is not defined
[ ]:
0
2
Python 3 | Idle
Options_Call.ipynb
Ln 1,Col 1
'''
在运行代码时遇到上述错误，并且看不到我的错误在哪里，我认为这是由于我输入了输入。我在git hub上找到了代码，并对其进行了修改，但是我对python来说还很陌生，所以我有点挣扎。如果需要，我可以提供整个文件。代码的后两部分有两个错误。
任何帮助将不胜感激。
谢谢
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