OIPD computes the market's expectations about the probable future prices of an asset, based on information contained in options data.

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.

Daily Volatility trading strategies on Index Equity Options

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility

Quantitative Finance Library & Option Trading Tool

Jupyter notebooks implementing Finance projects

https://arbitragefreessvi.streamlit.app/

A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (LSTM + Self-Attention) to predict future Implied Volatility surfaces.

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

Modular multi-asset-class Monte Carlo engine for pricing exotic derivatives and structured products with calibrated implied volatility surfaces (Heston, local vol, SVI) and a user-friendly Django web interface.

Quantitative finance library for volatility surface modelling in C++20

An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.

Implied volatility surfaces from SPX option chains data (both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs

Live updating dynamic volatility surface constructed from options prices in C++

A volatility surface cleaner built by a high school student — arbitrage-free interpolation of implied volatility from real options data.

Toolkit for option market research: SABR/SVI baseline calibration, neural network volatility surface models, fast Greeks inference, and reinforcement learning agents for dynamic hedging.

Implied Volatility Calibration via raw-SVI

Black-Scholes options analysis platform that combines theoretical pricing models with real-time market data to calculate options. Platform powered by implementing Heston, GARCH, and Jump-Diffusion models with Numba-accelerated Monte Carlo simulations.