zacharyjwyman/black-scholes-option-pricer

Black-Scholes pricing interface for valuing Call and Put options. Includes the Greeks for each option respectively.

Black-Scholes-Option-Pricer

Development

Steps to run locally:

0. clone the repo into a local directory using git clone https://github.com/ZacharyJWyman/Black-Scholes-Option-Pricer-.git
1. make sure you have dependencies downloaded.
2. to run GUI python OptionPricerGUI.py in the terminal.

Current:

Currently the product features a fully functional Black-Scholes Calculator. Enter in spot, strike, risk-free rate, time to maturity, and volatility. The calculator will then return both call and put prices as well as greeks associated. This can be useful in valuing option prices quickly. I have also integrated a connection with yahoo finance so the current stock price can be returned by entering the ticker of interest in the respective section of the GUI.

What comes next?

• Integrate in dividend optionality.
• Create a robust predictive model to help value a stock.

GUI Interface

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Author

Created by Zachary Wyman.