Implied Volatility Surfaces with Python For Options Traders

In this video I show you how to compute the implied volatility surface of an options chain using only Python.
Black Scholes
Model
Options
Options Pricing
Volatility
Implied Volatility
Greeks
Delta
Gamma
Vega
Rho
Theta
Autodiff
Python
GPU
Jax
Machine Learning
AI
Artificial Intelligence

[@catbeatzzz5693]

This ain't no pseudo intellectual. This is the INTELLECTUAL

[@AlgebraicContinuation]

Haha thank you (:

[@vype-tg7ip]

legendary fyp pull, in a future video could you go over a scenario where let’s say you got tick data and a hypothesis on a strategy, how you’d go about developing it, and how you’d use ML without overfitting

[@AlgebraicContinuation]

Haha glad the yt algo is putting in some work 😂
Hmmm yeah I'll try to think how I can condense something like that into a manageable length video, but in the meanwhile I'll do some streams on that this weekend

[@vype-tg7ip]

@@AlgebraicContinuationthanks! what time will you stream

[@AlgebraicContinuation]

I usually start around 6-8PM eastern. I'll be starting back up this weekend 😜

[@SitrakaFORLER]

Interesting! wow bravo!

[@AlgebraicContinuation]

Thanks (: