0-DTE Options Analysis Dashboard

Overview

The 0-DTE Options Analysis Dashboard is an advanced tool for analyzing zero days to expiration (0-DTE) options. It provides real-time data analysis, option pricing, risk metrics, and interactive visualizations to help traders make informed decisions in the fast-paced world of 0-DTE options trading.

Features

• Real-time stock data fetching
• Intraday and GARCH volatility calculations
• Option pricing using Black-Scholes and Binomial Tree models
• Greeks calculations (Delta, Gamma, Theta, Vega, Rho)
• Monte Carlo price simulations
• Risk metrics including Value at Risk (VaR) and Conditional Value at Risk (CVaR)
• Interactive Dash web application with multiple charts and metrics displays

Installation

1. Clone the repository:

   git clone git clone https://github.com/YOUR_USERNAME/intraday-volatility-model.git
   cd intraday-volatility-model
   

2. Create a virtual environment and activate it:

   python -m venv venv
   source venv/bin/activate  # On Windows, use `venv\Scripts\activate`
   

3. Install the required packages:

   pip install -r requirements.txt
   

Usage

1. Run the main application:

   python main.py
   

2. Open a web browser and go to http://localhost:8050 (or the URL displayed in the console).

3. Enter a stock ticker, select the pricing model and timeframe, then click "Analyze" to view the results.

For more detailed usage instructions, please refer to the Usage Guide.

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

1. Fork the repository
2. Create your feature branch (git checkout -b feature/AmazingFeature)
3. Commit your changes (git commit -m 'Add some AmazingFeature')
4. Push to the branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Acknowledgments

• [yfinance] for providing stock data
• [Dash] for the interactive web application framework
• [ARCH] for GARCH volatility modeling