Python tool that analyzes market sentiment based on option metrics
Is the market above fair value? Option-implied bubble estimates for the S&P 500 and 26 US stocks, 1996-2023.
Options Pricing Engine (Python/C++): Monte Carlo, Black-Scholes, Greeks, IV calibration, live vol surface/skew analysis on Apple options
A lightweight C++ tool that prices European call and put options using the Black–Scholes formula, computes all key Greeks (Δ, Γ, Θ, Vega, Rho), and lets you run quick ATM/ITM/OTM scenario checks—all via a simple command‑line interface.
Options analytics with proofs attached: BS/Greeks on JAX, arbitrage-free SVI/SSVI surfaces fitted daily to real chains, a validated delta-hedged market-making simulator (GLFT, adverse selection), no-arb scanning, and self-updating vol research on a growing snapshot dataset. 130+ offline tests.
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