Volatility surface visualizer for cryptocurrency options.
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Updated
Dec 8, 2022 - Python
Volatility surface visualizer for cryptocurrency options.
A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.
Implied volatility surfaces from empirical data (SPX option chains data, both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs
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