This repository provides an interactive Black-Scholes Pricing Model dashboard that helps in visualizing option prices under varying conditions. The dashboard is designed to be user-friendly and interactive, allowing users to explore how changes in spot price, volatility, and other parameters influence the value of options.
https://blackschole.streamlit.app/
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Options Pricing Visualization:
- Displays both Call and Put option prices using an interactive heatmap.
- The heatmap dynamically updates as you adjust parameters like Spot Price, Volatility, and Time to Maturity.
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Interactive Dashboard:
- The dashboard allows real-time updates to the Black-Scholes model parameters.
- Users can input different values for the Spot Price, Volatility, Strike Price, Time to Maturity, and Risk-Free Interest Rate to observe how these factors influence option prices.
- Both Call and Put option prices are calculated and displayed for immediate comparison.
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Customizable Parameters:
- Set custom ranges for Spot Price and Volatility to generate a comprehensive view of option prices under different market conditions.
yfinance: To fetch current asset prices.numpy: For numerical operations.matplotlib: For heatmap visualization.