Projects in Awesome Lists tagged with implied-volatility
A curated list of projects in awesome lists tagged with implied-volatility .
https://github.com/tyrneh/options-implied-probability
OIPD computes the market's expectations about the probable future prices of an asset, based on information contained in options data.
finance implied-volatility impliedprobability option-pricing option-trading options options-pricing options-trading probability-distribution risk-neutral risk-neutral-probability rnd volatility-modeling volatility-smile volatility-surface volatility-trading
Last synced: 06 Feb 2026
https://github.com/ranjanrak/optionchainstream
Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.
implied-volatility option-chain-stream redis
Last synced: 07 Apr 2025
https://github.com/marcdemers/py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
finance finance-application greeks implied-volatility pandas py-vollib speedups trading trading-bot vectorization volatility volatility-modeling
Last synced: 14 Jan 2026
https://github.com/enricoschumann/nmof
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
black-scholes differential-evolution genetic-algorithm grid-search heuristics implied-volatility local-search optimization particle-swarm-optimization r simulated-annealing threshold-accepting
Last synced: 21 Jul 2025
https://github.com/sm-sokout/tse-option
بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)
black-scholes-merton ifb implied-volatility iran-farabourse option option-pricing pricing tehran-stock-exchange tse
Last synced: 27 Mar 2026
https://github.com/techfanetechnologies/risk_free_interest_rate
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
banknifty black-scholes black-scholes-merton black76 derivatives derivatives-pricing implied-volatility nifty nse option-chain options options-pricing rbi risk-free-interest-rate
Last synced: 24 Apr 2025
https://github.com/erkandem/calcbsimpvol
Calculate Black Scholes Implied Volatility - Vectorwise
black-scholes finance implied-volatility options options-pricing python
Last synced: 16 Jan 2026
https://github.com/gauss314/back-scholes-model
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
black finance greeks implied-volatility laravel option-valuation options php quant scholes
Last synced: 12 Dec 2025
https://github.com/ahudde/greeks
Sensitivities of Prices of Financial Options and Implied Volatilites
asian-option greeks implied-volatility option r-package
Last synced: 22 Oct 2025
https://github.com/t-kalv/black-scholes-model
Implementation of the Black-Scholes Model for Europen option call/put pricing with features including calulating option prices based on mark parameters, estimating implied volatility , live data using Yahoo Finance API and visualising option prices against different factors...
black-scholes-equation black-scholes-model black-scholes-model-application european-call implied-volatility option-pricing quant quantitative-finance quantitative-trading streamlit streamlit-webapp trading trading-algorithms yahoo-finance yahoo-finance-api
Last synced: 02 Mar 2026
https://github.com/yipjunkai/pyvolr
Modern Black-Scholes-Merton pricing, Greeks, and implied volatility for Python. Rust core. Drop-in replacement for the abandoned py_vollib.
black-scholes black-scholes-merton greeks implied-volatility maturin numpy options options-pricing py-vollib pyo3 python quant quantitative-finance rust
Last synced: 30 May 2026
https://github.com/diljit22/optpricing
Pricing & calibration engine (15+ models; API + CLI + Streamlit UI)
bates-model black-scholes carr-madan cev-model cgmy derivatives-pricing fast-fourier-transform heston-stochastic-volatility hyperbolic implied-volatility jump-diffusion kou-jump-diffusion monte-carlo-methods option-pricing sabr-model stochastic-differential-equations variance-reduction
Last synced: 17 Mar 2026
