The 0-DTE Options Analysis Dashboard is an advanced tool for analyzing zero days to expiration (0-DTE) options. It provides real-time data analysis, option pricing, risk metrics, and interactive visualizations to help traders make informed decisions in the fast-paced world of 0-DTE options trading.
- Real-time stock data fetching
- Intraday and GARCH volatility calculations
- Option pricing using Black-Scholes and Binomial Tree models
- Greeks calculations (Delta, Gamma, Theta, Vega, Rho)
- Monte Carlo price simulations
- Risk metrics including Value at Risk (VaR) and Conditional Value at Risk (CVaR)
- Interactive Dash web application with multiple charts and metrics displays
-
Clone the repository:
git clone git clone https://github.com/YOUR_USERNAME/intraday-volatility-model.git cd intraday-volatility-model
-
Create a virtual environment and activate it:
python -m venv venv source venv/bin/activate # On Windows, use `venv\Scripts\activate`
-
Install the required packages:
pip install -r requirements.txt
-
Run the main application:
python main.py
-
Open a web browser and go to
http://localhost:8050
(or the URL displayed in the console). -
Enter a stock ticker, select the pricing model and timeframe, then click "Analyze" to view the results.
For more detailed usage instructions, please refer to the Usage Guide.
Contributions are welcome! Please feel free to submit a Pull Request.
- Fork the repository
- Create your feature branch (
git checkout -b feature/AmazingFeature
) - Commit your changes (
git commit -m 'Add some AmazingFeature'
) - Push to the branch (
git push origin feature/AmazingFeature
) - Open a Pull Request
This project is licensed under the MIT License - see the LICENSE file for details.
- [yfinance] for providing stock data
- [Dash] for the interactive web application framework
- [ARCH] for GARCH volatility modeling