3D Volatility surface visualization in the browser
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Updated
Jan 26, 2019 - JavaScript
3D Volatility surface visualization in the browser
Live dealer gamma, vol surface, and skew dashboard for BTC options on Deribit. Browser-only, no backend. Hand-rolled SVI fit + Nelder-Mead. Math: Black-Scholes greeks · GEX · zero-gamma flip · 25Δ RR/BF · max pain.
Interactive Black-Scholes-Merton options pricing & risk workstation with derivation-grade explainers. Pure HTML/CSS/JS, no build step.
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