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.
SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloomberg for Equity Option Vol Surface Construction.
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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