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Black-Scholes Pricing Model

This repository provides an interactive Black-Scholes Pricing Model dashboard that helps in visualizing option prices under varying conditions. The dashboard is designed to be user-friendly and interactive, allowing users to explore how changes in spot price, volatility, and other parameters influence the value of options.

https://blackschole.streamlit.app/

🚀 Features:

  1. Options Pricing Visualization:

    • Displays both Call and Put option prices using an interactive heatmap.
    • The heatmap dynamically updates as you adjust parameters like Spot Price, Volatility, and Time to Maturity.

  2. Interactive Dashboard:

    • The dashboard allows real-time updates to the Black-Scholes model parameters.
    • Users can input different values for the Spot Price, Volatility, Strike Price, Time to Maturity, and Risk-Free Interest Rate to observe how these factors influence option prices.
    • Both Call and Put option prices are calculated and displayed for immediate comparison.

  3. Customizable Parameters:

    • Set custom ranges for Spot Price and Volatility to generate a comprehensive view of option prices under different market conditions.

🔧 Dependencies:

  • yfinance: To fetch current asset prices.
  • numpy: For numerical operations.
  • matplotlib: For heatmap visualization.