Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

Runnable algo template for trading the Options Wheel strategy

This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk,…

A quantitative option pricing model implementing Black-Scholes, Binomial Tree, and Monte Carlo methods for valuing European and American options. Computes Greeks and implied volatility with configurable input parameters.

A specialized tool for options traders that fetches PUT options data from Yahoo Finance and filters them based on specific validation criteria. Includes an automated scheduler and desktop notifications for Windows users.

An interactive option pricing model that supports Black-Scholes, Binomial, and Monte Carlo valuation methods, with adjustable inputs for pricing European and American call and put options. It also computes Greeks, implied volatility, and generates payoff charts.

This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP