Portfolio payout variance

[afoster28]

• Build a variance calculator for option payout
• Extend to cover multiple trades

[afoster28]

• Simulate underlying price 1000 times and store as a variable
• Calculate option payouts at maturity, referring to the simulated prices (assume all options will end having the same time to maturity so the price distribution as of that one maturity date should be sufficient) and initial option prices
• Calculate option payout variance
• Calculate portfolio payout variance with every additional option purchase (just before the purchase) using option weights corresponding to quantity