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tyrneh / options-implied-probability

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OIPD provides: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter

finance options probability-distribution rnd option-pricing implied-volatility options-trading risk-neutral-probability options-pricing volatility-trading volatility-modeling option-trading volatility-smile volatility-surface risk-neutral impliedprobability
  • Updated Feb 6, 2026
  • Python

NiharJani2002 / One-Factor-Black-Scholes-in-C-

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A lightweight C++ tool that prices European call and put options using the Black–Scholes formula, computes all key Greeks (Δ, Γ, Θ, Vega, Rho), and lets you run quick ATM/ITM/OTM scenario checks—all via a simple command‑line interface.

cpp vega delta gamma option-pricing theta volatility input-validation rho black-scholes european-options normal-distribution numerical-stability geometric-brownian-motion scenario-analysis interactive-interface risk-neutral greeks-calculatio risk-free-rate put-call-parity
  • Updated Jul 1, 2025
  • C++

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