Options Greeks Visualizer

Disclaimer

This program is not designed to be used for trading purposes. It is purely a mathematical parody. The reason why I say this is because the options being imported are American Options and the formulas being used are European Greeks. Simply they are not compatible. You may however pick up greek patterns and compare them to the inputted stocks but remember I am not responsible if you choose to use this application to make trades with. It is not designed for real-time trading.

Instructions

In order to get this program running you will need to have NPM and React.js installed (there are many tutorials online for installing on the Windows, Mac, or Linux). Additionally you will need the python libraries aiohttp, websockets, numpy, and scipy installed.

Running

To run this app you need to navigate to its root directly and open two terminals. In the first terminal type in python server and in the second terminal type in npm start

Rate Limits

This apps payload is very heavy and will require lots of requests. I would advise you to use a max of three to five stocks in the visualizer as to not get ratelimited.

Visual

Explination

Using the options greek formulas I found on https://www.macroption.com/option-greeks-excel/ I was able to calculate them by inputting the appropriate variables. For the risk free rate I created a list full of the latest treasury rates and matched their maturities with the options expiration dates. Initially the options expiration dates came in timestamp form but I managed to convert it into month/year format. Additionally I imported Implied Volatilities and Dividend Yields to input into the formulas.