I built this project after getting inspired by Coding Jesus and Prudhvi Reddy’s CFTe implementation, with the goal of turning the Black-Scholes model into something interactive, visual, and actually useful for learning quantitative finance. OptiPrice computes Call and Put option prices in real time and visualizes them using dynamic heatmaps, letting users experiment with spot price, strike price, volatility, interest rate, and time-to-maturity while also pulling live market data through yfinance. I developed it using Python, Streamlit, NumPy, and Matplotlib, structured it into clean modules, and deployed it on Streamlit Cloud. During the build, I fixed deployment issues, improved responsiveness, and designed a cleaner UI while adding features like configurable ranges, P&L-style heatmaps, and easy CSV exports. I’m proud that the final tool is fast, intuitive, and extends the original implementations with better visuals and usability. Through this project, I deepened my understanding of the Black-Scholes formula, volatility surfaces, UI design for financial tools, and the process of turning mathematical models into interactive, user-friendly applications.
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