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This is a very simplified example of how Net Options Pricing effect can be derrived from deribit 24hr options chain data and using 24hr binance trading pair volum data to express NOPE.

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NOPEcrypto

is a very simplified example of how Net Options Pricing effect can be derrived from deribit 24hr options chain data and using 24hr binance trading pair volume data to express NOPE.

The model was developed based on this research: https://www.scribd.com/document/487296659/Investigating-Delta-Gamma-Hedging-Impact-on-SPY-Returns-2007-2020

I have also written an article describing what is Net Options Pricing Effect (NOPE) and how to interpret it, you can find it here: https://ifund.lv/2021/07/how-does-the-options-market-impact-the-share-price-of-the-underlying-the-nope-indicator/

It also should be noted that this preject is still in development, therefore feel free to add your suggestions and improvements.

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This is a very simplified example of how Net Options Pricing effect can be derrived from deribit 24hr options chain data and using 24hr binance trading pair volum data to express NOPE.

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