Delta is a cutting-edge Options Pricing and Analytics Platform designed to provide accurate, real-time options pricing and comprehensive analytics. Built on robust financial models like Cox-Ross-Rubinstein (CRR) and Least-Squares Monte Carlo (LSMC), Delta aims to empower traders, analysts, and financial enthusiasts with precise insights into the world of options trading.
- Cox-Ross-Rubinstein (CRR): Accurate pricing using binomial trees.
- Least-Squares Monte Carlo (LSMC): Regression-based option pricing for American options.
- Real-time computation of Delta, Gamma, Vega, Theta, and Rho.
- Sensitivity analysis using advanced finite difference methods.
- Real-time stock and options data from Yahoo Finance.
- Support for live option chains with detailed analytics.
- Python: Core backend logic.
- uv: An extremely fast Python package and project manager, written in Rust.
- NumPy & SciPy: Numerical computations.
- Pandas: Data manipulation and visualization.
- yfinance: Real-time market data.
- Matplotlib: Visual representation of options data.
# Clone the repository
git clone https://github.com/ameyalambat128/delta.git
# Navigate to the project folder
cd delta
# Install dependencies (uv)
uv syncor if you're not using uv
# Create a virtual env
python -m venv .venv
# Activate virtual env
source .venv/bin/activate
# Install dependencies
pip install -r requirements.txt