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.
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