Options Kelly Criterion Calculator
stock
current_price ($):
mu (annual_return):
5.0%
%
%
sigma (volatility):
20.0%
%
%
time_horizon:
30
days
d
d
options
type:
call
put
position:
long
short
strike ($):
premium ($):
kelly
num discrete buckets:
25
5
50
std range for discretization: ±
3.0
σ
1σ
5σ