A comprehensive Python application for visualizing and analyzing implied volatility surfaces in stock options markets. This tool calculates Black-Scholes implied volatilities from real-time options data and presents them through interactive 3D surfaces, 2D analytics, and Greeks analysis
Real-time options data fetching via Yahoo Finance API Black-Scholes implied volatility calculations with Brent's method Interactive 3D volatility surface visualization with customizable views (Strike/Moneyness/Delta) Volatility smile and term structure analysis Complete Greeks calculations (Delta, Gamma, Vega, Theta, Rho) Advanced filtering by volume, open interest, and expiration dates Data export functionality for further analysis
Technical Stack: Python, Streamlit, yfinance, NumPy, SciPy, Plotly, Pandas Use Cases: Options trading strategy development, volatility arbitrage identification, risk management, market sentiment analysis, and academic research in derivatives pricing. Perfect for traders, risk managers, and quantitative analysts seeking to understand option pricing dynamics and identify trading opportunities through volatility analysis.
https://options-volatility-surface-gxk8npypdtu6wd9h8ubv2p.streamlit.app/