A small quant project: fair option pricing using the Black-Scholes model, combined with an interactive heatmap that shows how call and put prices respond to changes in volatility and strike levels. Inputs such as spot, strike, risk-free rate and dividend yield can be adjusted live.
Project · 2025
Black-Scholes Model
Interactive option-pricing tool with a real-time heatmap over volatility and strike. Built in Python with Streamlit.
- Matplotlib
- NumPy
- Python
- Seaborn
- Streamlit
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