Portfolio Greeks for OpenAlgo Users
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Updated
Jul 13, 2025 - Python
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black-sholes-model
Here are 5 public repositories matching this topic...
A Python implementation of the Black-Scholes model for pricing European-style options. This tool calculates option prices, Greeks (Delta, Gamma, Vega, Theta, Rho), and implied volatility. It features a user-friendly interface for input and includes visualization of the implied volatility.
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Aug 7, 2024 - Python
High-performance implied volatility surface library with a C++ engine (SABR/SSVI/eSSVI) and Python/Streamlit dashboard. Features arbitrage enforcement, vega-weighted calibration, Lee moment bounds, full audit trail, and 327 tests passing.
cmake cpp derivatives option-pricing quantitative-finance risk-management implied-volatility sabr-model streamlit volatility-surface black-sholes-model ssvi
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Feb 20, 2026 - Python
Black-Scholes pricing model for European Stock Options enhanced with OpenAI integration for quick overviews
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Nov 16, 2025 - Python
Provide a high-performance implied volatility surface engine with C++ core and Python dashboard for accurate options pricing and risk management.
cmake cpp derivatives option-pricing quantitative-finance risk-management implied-volatility sabr-model streamlit volatility-surface black-sholes-model ssvi
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Updated
Mar 21, 2026 - Python
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