cboe

美股与全球市场数据工具包（给 AI 编程助手用）：官方源优先、零鉴权、标注合规级别 | US & global market data for AI coding assistants — zero-auth, official sources. CBOE options + 0DTE, VIX term structure, FINRA short data, SEC Form 4 / 13F, central-bank rates & FX, Taiwan exchanges, EIA energy. 16 layers, 50+ endpoints, 17 sources, each with its compliance tier.

Python Code for Option Analysis

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

Dashboard d'analyse Gamma/Delta Exposure (SPX/NDX) sur donnees CBOE delayed gratuites

Dealer gamma exposure levels for any stock, ETF or index from public CBOE option chains. Gamma flip, call/put walls, 0DTE sublevels, expected-move bands. Own your levels.

Various multivariate, multistep LSTM models using SPX options data to forecast the CBOE VIX to improve future market volatility forecasts. Monte Carlo simulation and Facebook Prophet forecasts included for comparison.

Limit Order Book IPs on FPGAs

Local FastAPI screener for long single-leg US equity options. Solves implied volatility and Greeks from Black-Scholes-Merton, scores each contract on seven weighted factors, and returns an A-F grade per ticker or across the full optionable universe.

Build an automated process to collect vix futures data from IB and create a time-series. Offer service as API.

Dashboard Streamlit gratuita (no registrazione) per l'analisi del posizionamento in opzioni da CSV CBOE: Gamma Exposure (GEX), DEX/VEX, Put/Call Wall, Max Pain, Expected Move, 3D vol surface

Empirical analysis of the VIX1D–VIX9D–VIX short-end term structure across S&P 500 historical-volatility regimes.

Un fonds peut recevoir de l'argent en vendant une partie des hausses futures de ses actions. Ce projet mesure ce qu'il gagne, ce qu'il abandonne et ce qu'il risque.

Cboe BOE order entry and PITCH feed simulator over the exchange-core engine

US equities, options and futures market semantics shared by the TradFi simulators