A comprehensive description of my trial and errors of predicting Implied Volatility of the Nifty 50 options chain using various methods along with a comprehensive description of the method that worked the best. My submission for IIT-Roorkee-Finclub-Open-Project-2026-PS2
Production-grade Heston SV calibration + 3D vol surface for NIFTY 50 options | Python + Flask + Plotly
An interactive option pricing model that supports Black-Scholes, Binomial, and Monte Carlo valuation methods, with adjustable inputs for pricing European and American call and put options. It also computes Greeks, implied volatility, and generates payoff charts.
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