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Mar 12, 2018 - Python
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implied-volatility
Here are 68 public repositories matching this topic...
Implied volatility surfaces from SPX option chains data (both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs
option-pricing implied-volatility black-and-scholes-pricing volatility-modeling volatility-surface-visualizer volatility-surface
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May 3, 2025 - Python
Python tool that analyzes market sentiment based on option metrics
options volume-analysis implied-volatility options-trading options-data put-call-ratio put-call-parity
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Jul 26, 2025 - Python
Black-Scholes Model - Implementation of the Black-Scholes Model for European option call/put pricing with features including calculating option prices based on market parameters, estimating implied volatility, live data using Yahoo Finance API, heatmap visualisation and visualising option prices against different factors...
trading heatmap yahoo-finance-api quant trading-algorithms option-pricing quantitative-finance yahoo-finance quantitative-trading black-scholes implied-volatility blackscholes european-call streamlit heatmap-visualization streamlit-webapp black-scholes-model black-scholes-equation black-scholes-model-application
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Jun 19, 2025 - Python
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May 12, 2025 - Jupyter Notebook
python pacakge for volatility models with automatic differentiation
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Sep 21, 2025 - Python
Crypto options analytics dashboard with implied volatility surfaces, IV curves, and pricing model calibration. React + TypeScript + Deribit API. Visualize options data in real-time.
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Dec 8, 2025 - TypeScript
Excel spreadsheet with built-in functionality for loading options implied volatality for selected stock from yahoo
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Mar 30, 2020
🦋An OpenBB Platform Extension to connect to ORATS 🦋
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Feb 16, 2024 - Python
Deep‑Hedging in PyTorch (MCPG): europäische & amerikanische Optionen mit RSQP‑Risiko, GJR‑GARCH‑Pfade, IV‑Features und Chebyshev‑Pricing inkl. Baselines.
options reinforcement-learning pytorch pricing policy-gradient hedging implied-volatility deep-hedging mcpgptx rsqp
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Sep 30, 2025 - Python
Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.
trading futures black-scholes implied-volatility options-pricing option-greeks futures-market futures-trading futures-specs
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Feb 22, 2024 - Jupyter Notebook
Financial Math
r monte-carlo derivatives trading-strategies option-pricing black-scholes implied-volatility lognormal-distribution
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May 11, 2024
Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)
fast-fourier-transform option-pricing stochastic-differential-equations jump-diffusion variance-reduction black-scholes monte-carlo-methods implied-volatility derivatives-pricing hyperbolic sabr-model cgmy heston-stochastic-volatility kou-jump-diffusion bates-model carr-madan cev-model
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Jul 28, 2025 - Python
A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.
option-pricing asset-pricing black-scholes implied-volatility american-option risk-neutral-probability state-price-density risk-neutral edgeworth-expansion mixtrure-of-lognormal density-extraction
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May 30, 2025 - Python
Historical options data for three major U.S. equity ETFs: SPY (S&P 500), IWM (Russell 2000), and QQQ (Nasdaq-100). The dataset spans January 2008 to December 2025 and includes over 53 million option contracts with Greeks, implied volatilities, and market microstructure variables.
options time-series derivatives parquet quantitative-finance spy financial-data financial-analysis quantitative-trading implied-volatility greeks sp500 qqq options-pricing options-data sp500-data-analysis iwm sp500-data
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Dec 16, 2025 - TeX
A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.
python bloomberg volatility implied-volatility volatility-modeling volatility-surface-visualizer volatility-smile volatility-surface implied-volatility-surface
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Oct 17, 2025 - Python
Mini project showcasing option pricing, Greeks, and implied volatility in Python for quantitative finance.
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Aug 22, 2025 - Python
A professional Black-Scholes Option Pricing & Risk Analysis Dashboard built by Aurokrishnaa R L using Python and Streamlit. Includes Greeks, P&L, Sensitivity Heatmaps and Implied Volatility.
option-pricing quantitative-finance black-scholes implied-volatility greeks financial-modeling streamlit-dashboard financial-dashboard python-finance-tool aurokrishnaa
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Aug 3, 2025 - Python
A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (LSTM + Self-Attention) to predict future Implied Volatility surfaces.
machine-learning quantitative-finance implied-volatility svi options-pricing volatility-surface ssvi risk-neutral-density
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Dec 12, 2025 - Jupyter Notebook
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