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alix777/optionlab

By alix777

Updated about 6 hours ago

Streamlit app to explore option Greeks, strategies, exotics and delta hedging (Black-Scholes)

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alix777/optionlab repository overview

What's inside

Seven pages, sharing one market you set in the sidebar:

  • Start here — a live market snapshot and how an option desk's view of risk fits together
  • Greeks explorer — one option seen seven ways: against spot, through time, against volatility, as a surface, compared with other strikes and maturities, and through its P&L
  • Strategies — 37 structures with payoff, breakevens, leg-by-leg Greeks, and a comparison of any two
  • Exotics — digitals, barriers, Asians and lookbacks against their vanilla benchmark, with a Monte Carlo check
  • My book — build a portfolio, read its risk ladders, scenario heatmap and stress tests, and hedge it
  • Trading simulator — run the book day by day where realised volatility differs from implied, and see the P&L split by Greek
  • Interview drills — self-marked questions, mental-maths shortcuts, flashcards and a question bank

Every chart explains how to read it, what to notice, and how the idea comes up in an interview.

Tag summary

Content type

Image

Digest

sha256:a0e43d2d4

Size

210.6 MB

Last updated

about 6 hours ago

docker pull alix777/optionlab