Stock Price Expected Move Calculator

🚀 Getting started

Setup Python code

Python 3

Please use Python 3 during development. Python 3 is pre-installed starting with macOSJazz (10.15).

If your development Mac is running an earlier version of macOS, you can download and install python-3.7.3-macosx10.9.pkg (or later if available).

Run with Bazel

Install Bazel

Go to bazel site and follow the instructions to install bazel for your OS.

Running the script

• Params:

  • -s or --stock: Stock Symbol (e.g. TSLA)
  • -d or --days: How many days are the option expiration date from today (e.g. 7)

• Example:

To get the expected price for Tesla (TSLA) in 7 days:

$ bazel run :calculate_expected_price -- -s TSLA -d 7
INFO: Analyzed target //:calculate_expected_price (0 packages loaded, 0 targets configured).
INFO: Found 1 target...
Target //:calculate_expected_price up-to-date:
  bazel-bin/calculate_expected_price
INFO: Elapsed time: 0.165s, Critical Path: 0.00s
INFO: 0 processes.
INFO: Build completed successfully, 1 total action
INFO: Build completed successfully, 1 total action
Pre close price: 805.81
TSLA IV: 55.6
TSLA expected move is +/- 62.04546332188753
High: 867.8554633218874, Low: 743.7645366781124

Run with virtual env

After downloading the repo from here, you need to create a virtual environment and install dependencies with pip:

1. Go to the root of the repo: cd ExpectedMoveCalculator/

2. Create a new environemnt

   ➜  python3 -m venv <name-of-env>
   

   We will use venv as <name-of-env> in this guide

3. Active virtualenv with

   ➜  source venv/bin/activate
   

   Note: This step is essential and is required to run the consumer.

   When the venv is actiaved, you should be able to see a (venv) in front of your command line. For example:

   (venv) ➜  ExpectedMoveCalculator git:(master)
   

4. Install all dependencies

   ➜  pip install -r requirements.txt
   

Running the script

• Params:

  • -s or --stock: Stock Symbol (e.g. TSLA)
  • -d or --days: How many days are the option expiration date from today (e.g. 7)

• Example:

To get the expected price for Apple (AAPL) in 7 days:

(venv) ➜  ExpectedMoveCalculator git:(master) ✗ python expected_price.py -s AAPL -d 7
Pre close price: 318.25
AAPL IV: 26.0
AAPL expected move is +/- 11.45893743131511
High: 329.7089374313151, Low: 306.7910625686849