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Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

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james-ralph8555/optionsVisualizer

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optionsVisualizer

todo:
-implement matlab engine in py code when matlab engine is updated to python 3.8
-UI:

Allow custom expiry for main graph
Add hedging table/graph
Add option ladder table

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Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.

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