A Python library for evaluating option trading strategies.

OIPD: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter

Open Source Options Analytics Platform.

Financial Derivatives Calculator with 171+ Models (Options Calculator)

Option Calculator using Black-Scholes model and Binomial model

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.

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

Writing financial contracts in Julia

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.

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

MIT Trading Competition algorithmic trading of options and securities

Library to collect NSE data in pandas dataframe

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).

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.

3D Volatility surface visualization in the browser

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

Currency Binary Option Pricing with 3 methods and implied smile

Options P/L in React

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

PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.