5 results for “topic:options-greeks”
Analyze realtime crypto options using volatility analysis (IV vs. HV), and historical option greeks 📊
A Python-based tool for detecting anomalies in option chain time-series data, including IV spikes, mispricings, price jumps, spread widenings, and gamma spikes. Outputs results to CSV files and generates diagnostic plots.
An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
A small vibe-coded single page app to dynamically graph theta and delta vs DTE for stock options by the Black-Scholes-Merton formula.
A Streamlit app that computes and visualizes implied volatility surfaces using the Black-Scholes model. Includes interactive tools to explore option Greeks.