期权隐含波动率/历史波动率

Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

Calculate Black Scholes Implied Volatility - Vectorwise

Determine implied volatility according to Black-Scholes dynamics.

Use of LSTM to predict the implied volatility skew in financial markets

MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.

Computing implied volatility by Newton-Raphson method

🦋An OpenBB Platform Extension to connect to ORATS 🦋

Python client for your pricing web service

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.

A Python project that visualizes a 3D implied volatility surface for options on any ticker symbol. Configurable inputs include risk-free rate, dividend yield, and strike price range. Ideal for analyzing how volatility varies with time to expiry, moneyness, and strike price.

Python webapp visualizing the IV curve of any call/put available on yfinance api