So perfect

Great concept. Thanks for showing

thank you sir...such a good video😮

Sir wants to talk to you how I can cal please share your mob no

Well explained Sir 😊 Thank you

same videos was published by Garg University "Predicting Stock Price Movement using Monte Carlo Simulations".

Asante Sana! That's well explained!

a few python scripts will do the same thing!!!!!

sir your long put option diagram is wrong, please do re check it

Those look somewhat high thetas, would those be the yearly thetas or the daily ones? If daily theta, did you divide by 259 or 365. My understanding is that theta is calculated on a yearly basis but exchanges present theta on a daily basis, as investors find daily theta information more useful in making buying/selling decisions. Good presentation.

operators crying in corner

the formula are not corect

Thank you!💗

Wouldnt you need to hold google stock to sell a put option against it?

Maaan thank you so much.

and Mary is doing "Sell to Open" Call, right?

So is Mike doing "Buy to Open Call" right?

confusing af

Thanks for the amazing video.

Please share excel sheet...that will be helpful

Thanks it's an awesome video for a newbie like me

Very good explanation god bless you

when stock goes up, PUT has no value, and how the graph still can be formed? This is incorrect. how do u explain long call, long put, shot call and short put? which is part of the put-call parity.

Better explained than investopedia! Jai hin 🇮🇳

Good video ...but u can elaborate more

Is there anyway I can reach you?

how you get red line explain again next video, after 720 how the graph you get , explain point by point on x axis ,Thanks very good

Straight forward and easy to understand for a beginner. Very good.

indian videos save so many peole...

Nice Job

Short and simple unlike other videos on this topic. Thank you.

perfectly explained

Better explained than UCL lecturer. Thank you !

When the stock price will go down in case of put650 then mike will get profit. Then at the same time why you told mike was expecting that the price will not move down from 650?

Thank you. What about the time component?

Would be more accurate if you choose a gaussian distribution around a pre-defined central tendency (of ema of 5 years for instance) instead of a random number choosen by the software. That's how we use it for defining manufacturing tolerances on blueprints. When the machinists make parts, there is alaways a tendency to hit the nominal values, therefore the probability goes down as the value nears upper and lower spec limits (worst case scenarios) . Stock prices follow similar pattern, there is always a tendency to go back to the mean, to the trendline of a certain period. I think it should be a part of the method here. Nice use of excel by the way!

Can you kindly provide us with the worksheet please?

Kya pakav explanation hai 👌👌

I have a question can you help me to solve it please ?

Love that Beer Call spread. you love beer sure.

Sir this is a great video. Thank you for putting this out.

Thank you for the great video. I think there is a mistake in the column "Profit from stock itself". That's the profit for a single stock, however the $50.00 premium you are collect, that's for a single contract which covers 100 shares, so the profit from your stocks should be whatever you have in "Profit from stock itself" multiply by 100 to get the profit for 100 shares (so you should be making $1050.00 -not $60.00) if the price goes up to $110.00 and that's a $10.00 profit from each stock you own + the $50.00 collected -I know that you will not get assigned if the price is below the strike price, but you can always sell your stocks once the option expires and I'm assuming you are selling for $110.00). Correct me if I'm missing anything. Thanks again.

Nicely explained. Should you not take the condition to be "less than or equal to 1". Because in simulation the condition has to include equality also

yep this is more confusing than tearing apart an automatic transmission and trying to put it back and it works.. this makes no sense. but thanks..

Hey, while simulating sample from the random walk model with drift, what value should I fix for drift parameter and what is the reason. Please help and provide some references for simulation from random walk model with drift.

Pls sir if I call buy at sum price than what profit and loss explained in option chain data in excel

If someone wants the template, contact me! I'd love to make new connections related to my industry!

Sent from the heavens. Thank you so much for making this video!

great example, but I do not agree with you, your simulation is based upon very old values, in order to make it more accurate you have to add latest days and exclude the old ones as the time passes

Thanks