Black-Scholes Option Pricer
Project Overview
Deployed Site: https://black-scholes-pricer.streamlit.app/
GitHub Repo: https://github.com/gitRasheed/black-scholes-pricer-streamlit/tree/main
I developed a comprehensive Black-Scholes option pricing tool using Python and Streamlit. This interactive web application allows users to price options, visualize Greeks, and analyze option strategies in real-time.
Key Features
Real-time Data Integration:
Utilizes yfinance for fetching current stock prices upon entering a stock ticker.
Integrates with FRED API to dynamically retrieve risk-free rates based on option maturity.
Dynamic Option Pricing: Calculates prices for both call and put options using the Black-Scholes model.
Responsive Parameter Updates:
Automatically updates option details when a new stock ticker is entered.
Adjusts the risk-free rate when the time to maturity is changed, using the closest matching Treasury rate from FRED.
Greek Calculations: Computes and displays key option Greeks (Delta, Gamma, Vega, Theta, Rho) for comprehensive risk analysis.
Interactive Visualizations:
Heatmaps showing option prices and PnL across different stock prices and volatilities.
Profit/Loss charts for visual analysis of option strategies.
Customizable Parameters: Users can adjust stock price, strike price, time to maturity, volatility, risk-free rate, and dividend yield.
Technical Highlights
Frontend: Built with Streamlit for a responsive and interactive user interface.
Backend: Implemented in Python, leveraging NumPy for numerical computations and Pandas for data manipulation.
Data Visualization: Utilized Plotly for creating dynamic and interactive charts.
API Integration:
Incorporated yfinance for real-time stock data fetching.
Integrated FRED API for dynamic risk-free rate retrieval based on option maturity.
Version Control & CI/CD: Implemented a GitHub Actions pipeline for continuous integration and deployment.
Code Quality: Utilized Ruff for linting and formatting to maintain high code quality standards.