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Option
Pricing

2025
Quantitative Researcher · Data Analyst
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Option Pricing Analytics
Project Overview

Option Pricing Analytics

• Role

Quantitative Researcher
Data Analyst

• Year

2025

• About

Options trading requires simultaneous understanding of multiple Greek metrics and pricing models. Existing platforms either overwhelm users with raw data or oversimplify the underlying mathematics, leaving a gap for professional-grade yet intuitive analytics.

• Delivered

A comprehensive platform for Black-Scholes and binomial tree pricing, real-time Greeks visualization (Delta, Gamma, Theta, Vega), interactive payoff diagrams, and risk management tools for portfolio hedging strategies.

Option Pricing & Analytics — Overview
Option Pricing & Analytics — Greeks View
Option Pricing & Analytics — Payoff Diagram
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