yash2mehta / BlackScholes

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Black-Scholes Pricing Model

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/

🚀 Features:

1. 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.

2. 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.

3. Customizable Parameters:

   • Set custom ranges for Spot Price and Volatility to generate a comprehensive view of option prices under different market conditions.

🔧 Dependencies:

• yfinance: To fetch current asset prices.
• numpy: For numerical operations.
• matplotlib: For heatmap visualization.