implied-volatility-surface

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

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

This project aims to construct the Equity Implied Volatility surface under the SABR model.

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

Empirical Modeling of the S&P 500 Implied Volatility Surface: A Semiparametric Hybrid Machine Learning Architecture (ISCTE-IUL M.Sc. Thesis — Grade: 19/20)

Personal project exploring options pricing and implied volatility using the Black-Scholes model. It fetches real market data, computes IVs, compares them with market values, and visualizes 2D/3D volatility surfaces — showcasing skills in Python, quantitative finance, data analysis, and financial modeling.

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.

Implementations of Black-Scholes, binomial trees, Monte Carlo simulations, and risk models for option pricing. Includes Greeks analysis and implied volatility surfaces.

From-scratch Black-Scholes + Greeks, implied vol extraction, and SVI-calibrated volatility surface fitting.

Arbitrage-free implied volatility surfaces on SPY options: raw SVI, constrained SVI and SSVI, butterfly/calendar arbitrage audit, Dupire local vol and barrier pricing under local vs flat vol. Tested, CI on Python 3.11–3.13.

isplays implied volatilty surface (and skew) of option chains from tickers FROM Yahoo finance.

Arbitrage-free IV surface modeling using regime-segmented SVI with KNN-based regime detection (NQFO Hackathon, IIT Guwahati).

Implied volatility surface visualization for SPY options