An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
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Updated
Mar 14, 2025 - Python
An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
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.
A small vibe-coded single page app to dynamically graph theta and delta vs DTE for stock options by the Black-Scholes-Merton formula.
Zerodha Kite MCP server
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