options-pricing

A Python library for evaluating option trading strategies.

Open Source Options Analytics Platform.

Financial Derivatives Calculator with 171+ Models (Options Calculator)

Option Calculator using Black-Scholes model and Binomial model

Generate probability distributions for the future price of publicly traded securities using options data.

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

Writing financial contracts in Julia

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Real-time & historical data API for US stocks and options

MIT Trading Competition algorithmic trading of options and securities

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Library to collect NSE data in pandas dataframe

Currency Binary Option Pricing with 3 methods and implied smile

3D Volatility surface visualization in the browser

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.

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

Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

Options P/L in React

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).