Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.
Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility
A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.
Personal project exploring options pricing and implied volatility using the Black-Scholes model. It fetches real market data, computes IVs, compares them with market values, and visualizes 2D/3D volatility surfaces — showcasing skills in Python, quantitative finance, data analysis, and financial modeling.
Implied volatility surface visualization for SPY options
Implementations of Black-Scholes, binomial trees, Monte Carlo simulations, and risk models for option pricing. Includes Greeks analysis and implied volatility surfaces.
isplays implied volatilty surface (and skew) of option chains from tickers FROM Yahoo finance.
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