Real time stock and option data.

A Python library for evaluating option trading strategies.

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Python Financial ENGineering (PyFENG package in PyPI.org)

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Implementations of Leading Algorithms in Quantitative Finance

Calculation and Visualization of Option Price and Greeks on European Options using the Black-Scholes Option Pricing Model

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

Modelling the implicit volatility, using multi-factor statistical models.

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network

Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

Calculate Black Scholes Implied Volatility - Vectorwise

😱 This Python script provides a comprehensive analysis of stock options using data retrieved from Yahoo Finance. It calculates various metrics such as implied volatility, historical volatility, intrinsic value, and time value for stock options. The analysis is based on the Black-Scholes option pricing model and historical stock price data.

Piecewise quadratic approximation to the Black-Scholes value of a straddle vs. stock price