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■ Option Volatility Surface & 3D Smile Analytics
PROJECT 01 · /volatility
Interactive WebGL 3D Surface σ(K, T), 25Δ Risk Reversal skew, and Black-Scholes Greeks matrix.
Model: Black–Scholes–Merton (Brent Root Solver) | Grid: Delaunay Convex Hull
UNDERLYING SPOT
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NIFTY 50 Index
NEAR ATM IV
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Implied Volatility
25Δ RISK REVERSAL
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Downside Skew
TERM STRUCTURE
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Forward IV Premium
SOLVER INTEGRITY
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Arbitrage Enforced
SciPy Brentq Solver
Surface Regime:
Coordinate:
Camera Orbit:
■ Interactive 3D WebGL Volatility Surface σ(K, T)
Smooth 60 FPS GPU Rendering
Computing Delaunay Triangulation & Loading Surface...
■ Symmetrical Option Chain & Analytical Greeks
| C Delta | C Vega | C IV (%) | C LTP | STRIKE | P LTP | P IV (%) | P Vega | P Delta |
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| Loading chain matrix... | ||||||||
■ 2D Volatility Smile & Skew Curve