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Quant Trading: Option Pricing and Volatility Surface Model

This project provides tools for analyzing option pricing, visualizing the results through interactive heatmaps and volatility surface model.

Features

  • Option Pricing: Calculate the pricing of options with the parameters given.
  • Interactive Heatmaps: Visualize option pricing data in an intuitive and interactive way.
  • Volatility Surface Model: Build and visualize a 3D volatility surface to understand the relationship between strike prices, days to expiration, and implied volatility.

Option Pricing Heatmap

Option Pricing Heatmap

Volatility Surface Model

Volatility Surface Model