Black-Scholes Option Greeks Visualizer
GreekViz is an interactive Streamlit application that computes and visualizes option prices and Greeks under the Black-Scholes model. The app supports multi-leg strategies, preset structures, and provides dynamic charts for all major and second-order Greeks.
- Multi-leg option strategy builder
- Black-Scholes pricing with dividend yield
- Full Greeks: Delta, Gamma, Vega, Theta, Rho, Volga, Vanna, Epsilon
- Payoff visualization at maturity
- Greeks plotted against the spot price
- Per-leg analysis and aggregated strategy view
- Interactive AG-Grid tables
- Included presets: Call Spread, Put Spread, Straddle, Iron Condor
pip install streamlit numpy scipy plotly pandas st-aggrid
streamlit run app.py
app.py
README.md
For educational use only.
Not intended for real trading or investment decisions.
Developed by Mohamed Boumezou
Université Paris Dauphine – PSL
mohamed.boumezou@dauphine.eu
LinkedIn: https://www.linkedin.com/in/mohamed-boumezou-a8a0052ab