Volatility Cockpit

Inspiration

Seemed like pretty fun challenge to work on.

What it does

Someone can input a stock, and it will generate a graph for volatility and price, P&L, as well as showing some of the Greeks.

How I built it

Beacon.io has a custom IDE and platform where all the code was written.

Challenges I ran into

Black Scholes model was returning zero. Variance calculator would fail -- and needed to try/excepted -- about halfway through the prices.

Accomplishments that I'm proud of

Graphs look okay

What I learned

A lot about option pricing.

What's next for Volatility Cockpit

We going to Disney Land baby.

Built With

• python