A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
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May 23, 2025 - Python
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svi
Here are 10 public repositories matching this topic...
Arbitrage-free volatility surface construction with SVI & Heston calibration. Python toolkit for options pricing and risk management.
python numpy scipy quantitative-finance arbitrage volatility risk-management options-trading heston-model derivatives-pricing svi
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Jan 4, 2026 - Python
SVInsight: A python package for calculating an exploratory social vulnerability index (SVI).
python vulnerability census-data demographics social-vulnerability svi hazards census-tract demographics-data census-block-group hazards-resilience
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Nov 26, 2024 - Python
Fit implied vol curves to option prices using SVI and SABR
options calibration option-pricing quantitative-finance american-options yahoo-finance black-scholes sabr implied-volatility stock-options svi sabr-model yfinance volatility-smile bjerksund-stensland
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Feb 1, 2026 - Python
Arbitrage-free implied volatility surface engine — live SPY options via yfinance, Newton-Raphson IV extraction, SVI parameterization (Gatheral 2004), Durrleman no-arbitrage enforcement, and interactive Streamlit dashboard.
python derivatives quantitative-finance black-scholes financial-engineering implied-volatility svi options-pricing streamlit volatility-smile volatility-surface arbitrage-free
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Mar 15, 2026 - Python
SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloomberg for Equity Option Vol Surface Construction.
option-pricing stochastic-volatility-models implied-volatility blackscholes heston-model svi heston-stochastic-volatility implied-volatility-forecasting impliedvolatility implied-volatility-surface ssvi implied-volatilities
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Mar 29, 2026 - Python
Implied volatility surface fitting, SVI calibration, variance swap pricing, arbitrage detection, and greeks surfaces in Python. Uses the FlashAlpha API.
python options quantitative-finance implied-volatility greeks realized-volatility svi variance-swap volatility-surface term-structure arbitrage-detection options-analytics volatility-skew
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Mar 28, 2026 - Python
Implied volatility surface construction (SVI), hand-rolled Black-Scholes Greeks, Newton-Raphson IV solver, and delta-hedged options backtesting with full P&L attribution across theta, gamma, and vega.
python derivatives quantitative-finance black-scholes implied-volatility svi options-pricing delta-hedging volatility-surface variance-risk-premium
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Mar 26, 2026 - Python
📈 Build and analyze arbitrage-free volatility surfaces with robust calibration and visualization tools for options pricing.
machine-learning options numpy quantitative-finance arbitrage student-project olympiad black-scholes risk-management ppe options-trading heston-model svi volatility-surface high-school-research
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Apr 10, 2026 - Python
Construct volatility surfaces from live equity options data using no-arbitrage constraints, SVI calibration, and provide local vol, Greeks, and diagnostics.
python monte-carlo derivatives quantitative-finance black-scholes financial-engineering implied-volatility svi options-pricing structured-products pricing-engine stochastic-volatility streamlit volatility-smile quant-finance volatility-surface local-volatility arbitrage-free
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Apr 10, 2026 - Python
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