Inspiration
We wanted to understand more about option trading
What it does
Allows user to modify market factors (interest rate, time to maturity, volatility, strike price, spot price) and provides a heatmap of option prices based on said factors
How we built it
We used python for the backend and the streamlit library for the ui and the plotly library for the graph
Challenges we ran into
Making sure the sliders worked as intended
Accomplishments that we're proud of
Properly and accurately implementing the Black-Scholes formula and the ui being very readable
What we learned
How to properly design a ui and
What's next for Black-Sholes Option Price Heatmap
Using information provided to help maximize profit in deals using in option trading
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