{"repo":"NavnoorBawa/Option-Pricing-and-Strategy-Analyzer","free":true,"listed":false,"github":"https://github.com/NavnoorBawa/Option-Pricing-and-Strategy-Analyzer","clone":"git clone https://github.com/NavnoorBawa/Option-Pricing-and-Strategy-Analyzer.git","description":"Options pricing, Greeks, strategy P&L, volatility surfaces, and scenario analysis.","language":"Python","stars":14,"topics":["derivatives","options-pricing","python","quantitative-finance","streamlit"],"license":"MIT","category":"trading","readme_excerpt":"Advanced Options Pricing & Analysis Tool A comprehensive options pricing and analysis application built with Streamlit, implementing various quantitative finance models for option valuation, Greeks calculation, risk assessment, and strategy analysis. Overview This application provides a robust framework for pricing and analyzing financial options, using three core pricing methodologies: - Black-Scholes Model - Cox-Ross-Rubinstein Binomial Model - Monte Carlo Simulation The tool extends beyond basic pricing to offer Greeks calculation, option strategy evaluation, volatility surface modeling, VaR (Value at Risk) calculations, and scenario analysis - making it suitable for both educational purposes and professional quantitative research. Features Option Pricing Models - Black-Scholes Model : Closed-form solution for European options - Binomial Model : Discrete-time model supporting both European and American options - Monte Carlo Simulation : Path-dependent pricing with statistical error estimation Greeks and Risk Metrics - First-order Greeks : Delta, Gamma, Theta, Vega - Higher-order Greeks : Vanna, Charm, Volga, Veta, Speed, Zomma, Color, Ultima - Strategy Greeks : Combined risk metrics for option strategies Option Strategies - Call-based : Covered Call, Long Call, Bull Call Spread, Bear Call Spread - Put-based : Long Put, Protective Put, Bull Put Spread, Bear Put Spread - Combined : Long Straddle, Short Straddle, Iron Butterfly, Iron Condor Advanced Quantitative Tools - Impli","default_branch":null,"files":null,"tree":[],"storefront":"/r/NavnoorBawa","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/NavnoorBawa/Option-Pricing-and-Strategy-Analyzer/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}