derivatives-playground

Black-Scholes option pricing GUIs

First GUI: plot of option prices and greeks using python tkinter library.

Plain vanilla Call and Put options. Use the sliders to interactively update plots.

Structure

• Main file main_gui_bs.py
• GUI class in src/guisliders.py
• Black-Scholes option pricing model class in models/blackscholes.py

Please follow the links below for further details about option pricing:

• A very gentle introduction to option contracts
• General properties of options prices
• Derivation of the Black-Scholes option pricing model

Second GUI: option strategy payoff calculator and plot using python tkinter library.

Structure

• Main file main_gui_bstrategy.py
• GUI class in src/guislidersrtrategy.py
• Black-Scholes option pricing model class in models/blackscholestrategy.py