Black-Scholes Interactive Dashboard

A modern, interactive Black-Scholes options pricing calculator with real-time parameter controls and dynamic heatmap visualizations. Built for financial professionals, educators, and traders seeking intuitive options analysis tools.

✨ Features

• Real-time Options Pricing - Instant Call/Put price calculations using the Black-Scholes formula
• Interactive Parameter Controls - Real-time sliders for spot price, strike, volatility, time to expiration, and risk-free rate
• Dynamic Heatmaps - Interactive visualizations showing option price sensitivity across spot price and volatility ranges
• Greeks Calculations - Delta, Gamma, and other sensitivity metrics
• Professional UI - Clean, dark-themed interface optimized for financial analysis
• Educational Focus - Clear parameter explanations and intuitive design for learning options concepts

🛠️ Tech Stack

Backend

• FastAPI (Python) - High-performance API framework
• NumPy & SciPy - Mathematical computations
• Pydantic - Data validation and serialization

Frontend

• Next.js 14 - React framework with App Router
• TypeScript - Type-safe development
• Tailwind CSS - Utility-first styling
• Plotly.js - Interactive data visualizations

Deployment

• Vercel (Frontend) - Optimized for Next.js
• Railway/Render (Backend) - FastAPI hosting

🚀 Quick Start

Prerequisites

• Python 3.11+
• Node.js 18+
• npm/yarn

Backend Setup

# Clone repository and navigate to backend
cd backend

# Create virtual environment
python -m venv venv
source venv/bin/activate  # Windows: venv\Scripts\activate

# Install dependencies
pip install -r requirements.txt

# Start FastAPI server
uvicorn main:app --reload --host 0.0.0.0 --port 8000

Frontend Setup

# Navigate to frontend directory
cd frontend

# Install dependencies
npm install

# Start development server
npm run dev

Access Application

• Frontend: http://localhost:3000
• Backend API: http://localhost:8000
• API Documentation: http://localhost:8000/docs

📊 How It Works

1. Input Parameters - Adjust option parameters using the sidebar controls
2. Real-time Calculation - Backend processes Black-Scholes formula instantly
3. Visual Analysis - View results through price displays and interactive heatmaps
4. Sensitivity Analysis - Explore how parameter changes affect option prices

🎯 Use Cases

• Educational - Learn Black-Scholes concepts through interactive visualization
• Professional Analysis - Analyze option pricing scenarios and sensitivities
• Strategy Development - Explore different market conditions and their impact
• Risk Assessment - Understand how Greeks affect option positions

📈 Project Structure

blackscholes-dashboard/
├── backend/                 # FastAPI application
│   ├── models/             # Black-Scholes calculation engine
│   ├── routers/            # API endpoints
│   ├── schemas/            # Request/response models
│   └── main.py             # Application entry point
└── frontend/               # Next.js application
    ├── app/                # App Router pages
    ├── components/         # React components
    ├── lib/                # API client and utilities
    └── types/              # TypeScript definitions