jrothrock / hackcu_2018

HackCU 2018 - Volatility Cockpit

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HackCU 2018

Challenge: Volatility Cockpit

Objectives:

The objectives of this challenge involve visualizing implied volitiy, create a lime chart (volatility smile) for a given contract, create a P&L graph, incorporate Black Scholes to price options, and use the Greeks (Delta, Gamma, Vega, and Theta) to inform users about the risk characteristics of options.

Everything used within this project is provided by beacon.io

License:

Everything is released under MIT

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HackCU 2018 - Volatility Cockpit


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