Options Pricing WebApp

About

This app hosts the user interface to provide access to various option pricing models.
Currently there are models to price both European and American options such as the Binomial Tree model and Black Scholes model.
There is also a real-time valuation component to the app to valuate options on the market for some option chains.

Live Site: https://optionspricing.onrender.com/

Model Theory

Binomial Tree European: https://github.com/AnuragChaudhari7/optionsPricing/blob/main/models/binomial_european_theory.ipynb

Binomial Tree American: https://github.com/AnuragChaudhari7/optionsPricing/blob/main/models/binomial_european_theory.ipynb

Black-Scholes: https://github.com/AnuragChaudhari7/optionsPricing/blob/main/models/black_scholes.ipynb

Backend API:

Binomial Model Example:

import requests
import json

url = "https://optionspricing-backend.onrender.com/api/european/binomial"

payload = json.dumps({
  "S0": "42",
  "K": "40",
  "T": "0.5",
  "N": "4",
  "r": "0.1",
  "sig": "0.2"
})
headers = {
  'Content-Type': 'application/json'
}

response = requests.request("POST", url, headers=headers, data=payload)

print(response.text)

Black-Scholes Model Example:

import requests
import json

url = "https://optionspricing-backend.onrender.com/api/european/blackscholes"

payload = json.dumps({
  "S": "42",
  "K": "40",
  "T": "0.5",
  "r": "0.1",
  "sig": "0.2"
})
headers = {
  'Content-Type': 'application/json'
}

response = requests.request("POST", url, headers=headers, data=payload)

print(response.text)

Real-Time Valuations (Call Options):

import requests
import json

url = "https://optionspricing-backend.onrender.com/api/realtime/valuations/call"

payload = json.dumps({
  "ticker": "aapl" #change to any valid ticker 
})
headers = {
  'Content-Type': 'application/json'
}

response = requests.request("POST", url, headers=headers, data=payload)

print(response.text)

Real-Time Valuations (Put Options):

import requests
import json

url = "https://optionspricing-backend.onrender.com/api/realtime/valuations/put"

payload = json.dumps({
  "ticker": "aapl" #change to any valid ticker 
})
headers = {
  'Content-Type': 'application/json'
}

response = requests.request("POST", url, headers=headers, data=payload)

print(response.text)