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).
Historical options data for three major U.S. equity ETFs: SPY (S&P 500), IWM (Russell 2000), and QQQ (Nasdaq-100). The dataset spans January 2008 to December 2025 and includes over 53 million option contracts with Greeks, implied volatilities, and market microstructure variables.
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.
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