Black-Scholes-Interactive-heatmap. An interactive Black-Scholes Option Pricing app built with Streamlit. Features include pricing heatmaps, P&L analysis, and mispricing visualization using market data. Users can explore how spot price, volatility, and other parameters impact option values and identify overvalued/undervalued options.

Problem

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Audience

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Market

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Pricing

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.