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.
isplays implied volatilty surface (and skew) of option chains from tickers FROM Yahoo finance.
Implementations of Black-Scholes, binomial trees, Monte Carlo simulations, and risk models for option pricing. Includes Greeks analysis and implied volatility surfaces.
Implied volatility surface visualization for SPY options
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