https://github.com/pengjin2/derbit-volatility-visulization
Visualization Tool for Deribit Options
https://github.com/pengjin2/derbit-volatility-visulization
deribit options options-trading volatility
Last synced: 4 months ago
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Visualization Tool for Deribit Options
- Host: GitHub
- URL: https://github.com/pengjin2/derbit-volatility-visulization
- Owner: pengjin2
- License: mit
- Created: 2019-02-11T09:44:49.000Z (over 7 years ago)
- Default Branch: master
- Last Pushed: 2020-04-05T10:07:25.000Z (about 6 years ago)
- Last Synced: 2024-05-18T12:34:46.396Z (about 2 years ago)
- Topics: deribit, options, options-trading, volatility
- Language: Python
- Size: 638 KB
- Stars: 76
- Watchers: 10
- Forks: 25
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Deribit Volatility Visualization Tool
A visualization tool created to help gauge the volatility of Deribit options
This tool can connect to Deribit's public endpoint (registration required) and get real-time analysis.
**Note:**
This project seems to be getting a lot attention.
I will try to update this project in the next 2 weeks.
## Installing
```bash
git clone https://github.com/pengjin2/Derbit-Volatility-Visulization.git
```
## Traceback
Data to be included in the plot and data stream.
## Save data to local
Data can be saved to local directory. When you set `save_local` = `True`, the data used to draw the session graphs will be updated automatically.
## Plot Types
Currently only 3 kinds of plots are supported. More will be provided if deem necessary.
### ScatterPlot with polynomial fitted line

### ScatterPlot in 3D dimension

### Volatility Surface Plot

## Author
[Peng Jin](https://www.linkedin.com/in/peng-jin-24a23b117/)
## License
This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details