pengjin2/derbit-volatility-visulization

Visualization Tool for Deribit Options

Deribit Volatility Visualization Tool

A visualization tool created to help gauge the volatility of Deribit options

This tool can connect to Deribit's public endpoint (registration required) and get real-time analysis.

Note: This project seems to be getting a lot attention. I will try to update this project in the next 2 weeks.

Installing

git clone https://github.com/pengjin2/Derbit-Volatility-Visulization.git

Traceback

Data to be included in the plot and data stream.

Save data to local

Data can be saved to local directory. When you set save_local = True, the data used to draw the session graphs will be updated automatically.

Plot Types

Currently only 3 kinds of plots are supported. More will be provided if deem necessary.

ScatterPlot with polynomial fitted line

ScatterPlot in 3D dimension

Volatility Surface Plot

Author

Peng Jin

License

This project is licensed under the MIT License - see the LICENSE file for details