Black-Scholes Options Analytics Dashboard
Challenge: Build an interactive options pricing calculator with real-time Greeks visualization, enabling traders to analyze option strategies and risk exposure across multiple scenarios.
Solution: Developed Python-based options analytics tool using Black-Scholes model implementation with NumPy. Created interactive web dashboard with Streamlit, featuring Plotly for 3D Greeks surface visualization. Added Monte Carlo simulation capabilities for exotic options pricing.
Impact: Real-time option pricing across multiple models, comprehensive Greeks calculation (Delta, Gamma, Vega, Theta, Rho), volatility smile analysis, and strategy comparison tools (straddles, strangles, butterflies) with scenario heatmaps.
Python
NumPy
pandas
Streamlit
Plotly
Stochastic Calculus
Options Theory