Module greeks

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§Option Greeks Indicators

This module provides functions for calculating and analyzing option Greeks to generate trading signals and risk metrics.

calculate_gamma_exposure: Calculate gamma exposure
calculate_historical_volatility: Calculate the historical volatility for use in options pricing
calculate_option_greeks: Calculate basic option Greeks for a single option
delta_based_signals: Calculate delta-based trading signals
find_highest_theta_options: Find highest theta decay options
find_strikes_by_delta: Find options strikes with specific delta values
high_iv_premium_options: Identify high IV - high premium opportunities
options_screening: Screen for options with certain characteristics