📈 Options

The tool is structured into four layers:

Input — the user selects the underlying asset, option type, and market parameters (spot price, volatility, interest rate, time to maturity) and can combine multiple positions into a portfolio.

Pricing model — the appropriate model is automatically selected based on the option type: Black-Scholes for European vanilla options, binomial tree for American and simple exotic structures, and Monte Carlo for complex payoffs (barrier, Asian, etc.).

Risk calculation — this generates calculations for Greeks (Δ, Γ, Θ, Vega, ρ), VaR/CVaR, P&L scenarios, and implied volatility—calculated for individual options and aggregated across the entire portfolio.

Output — an interactive dashboard featuring a payoff chart, a Greeks panel, a risk table, and an optional volatility surface (3D vol surface).

API enables live access to market data.