Option Pricing Analytics

Finance · Derivatives

Delivers Streamlit-based platform for options pricing, Greeks analysis, and risk management, offering an intuitive interface for financial derivatives analysis.

Situation

Options Trading Requires Sophisticated Analytics

Modern options trading demands comprehensive platforms that handle multiple pricing methodologies, real-time sensitivity analysis, and advanced portfolio risk metrics beyond basic spreadsheet solutions.

Problem

Financial institutions struggle with fragmented analytical tools that don't provide comprehensive options analysis in a single platform. Existing solutions typically offer either basic pricing or advanced analytics, but rarely both integrated.

Current platforms lack real-time scenario analysis and intuitive visualizations for complex risk metrics, making it difficult for traders to quickly assess portfolio exposures under time pressure.

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What I Delivered

  • Multi-Model Option Pricing Comparison
  • Real-Time Greeks Analysis
  • Option Strategy Builder
  • Portfolio Risk Metrics

Resources Used

  • Streamlit
  • NumPy
  • Plotly
  • SciPy

Let's explore how we can work together

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