Results for “voltaire”

Builds a 3D volatility surface for any optionable ticker, mapping implied volatility across strike price and time to expiration to identify cheap, expensive, or anomalous options.

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.