Interactive Black-Scholes Option Pricing Model
Published:
In this Quant project, I implemented an Interactive Black-Scholes Option Pricing 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, Greek Options, heat-map visualisation and visualising option prices against different factors…
Features:
- Backend:
- Uses Yahoo Finance API to fetch current live relevant Stock Option information for loading current Stock Market Data based on user query
- Uses Python to calculate option prices based on 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, Greek Options
- Uses SQLite database to store and export user stock option queries
- Frontend:
- Uses Streamlit for the frontend user interactive web interface to visualise features such as heat-map visualisation and visualising option prices against different factors..
This Interactive Black-Scholes Option Pricing Model’s source code can be accessed via GitHub