Analyze realtime crypto options using volatility analysis (IV vs. HV), and historical option greeks 📊
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Updated
Mar 14, 2025 - JavaScript
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options-greeks
Here are 4 public repositories matching this topic...
An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
numpy monte-carlo plotly pandas matplotlib black-scholes greeks options-pricing streamlit volatility-surface options-greeks
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Mar 14, 2025 - Python
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.
python finance machine-learning time-series quant option-pricing quantitative-finance feature-engineering anomaly-detection options-trading options-data options-greeks
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May 20, 2025 - Jupyter Notebook
A Streamlit app that computes and visualizes implied volatility surfaces using the Black-Scholes model. Includes interactive tools to explore option Greeks.
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Apr 26, 2025 - Python
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