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Visualize realtime crypto option chain data, volatility analysis (IV vs. HV), and historical option greeks ๐Ÿ“Š

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TanvirDeol/Crypto-Option-Chain-Analyzer

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Crypto Option Chain Analyzer ๐Ÿ“Š

Overview

The Crypto Option Chain Analyzer is a web application that provides real-time option chain data and volatility comparisons for various cryptocurrencies. The application fetches data from multiple sources, including Binance and CoinGecko, and displays it in an interactive dashboard.

Option Chain

Features โœจ

  • Real-time option chain data for BTC, ETH, BNB, and more.
  • Historical and implied volatility comparison.
  • Greeks data for options.
  • Copy option symbols to clipboard with a single click.

Installation ๐Ÿ› ๏ธ

  1. Clone the repository:
    git clone https://github.com/yourusername/option-pricing-dashboard.git
    cd option-pricing-dashboard
  2. Install the dependencies:
    npm install
    
  3. Start real-time WebSocket connections:
    python orchestrate_data_collection.py
    
  4. Run the FastAPI backend:
    uvicorn send-realtime-data:app --reload
    
  5. Start the development server:
    npm start
    

Usage ๐Ÿš€

  1. Open your browser and navigate to http://localhost:3000.
  2. Select your chosen symbol and expiry date from the dropdown to see different option chains.
  3. Click on a row to copy the option symbol.
  4. Use the volatility comparison and Greeks data features to analyze the options.

Project Structure ๐Ÿ“‚

  • src/: Contains the frontend React code.
  • send-realtime-data.py: FastAPI backend for fetching and serving data.
  • iv_chart.py: Contains functions for fetching and calculating volatility data.
  • greeks.py: Contains functions for fetching Greeks data.
  • .env: Environment variables (not included in the repository).
  • .gitignore: Specifies files and directories to be ignored by Git.
  • README.md: Project documentation.

Screenshots ๐Ÿ–ผ๏ธ

Option Chain

Option Chain

Historical Implied Volatility

Option Chain

Historical Greeks

Option Chain

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Visualize realtime crypto option chain data, volatility analysis (IV vs. HV), and historical option greeks ๐Ÿ“Š

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