This is a frontend for modeling volatility curves/surfaces from Binance options data. You can select the underlying asset, choose expiration dates, and plot implied volatilities. This frontend project is meant to be used with vol-surface-modeling.
Link to project hosted on Vercel.
- Options Chain: Displays the options chain for a given underlying asset and expiration date.
- Volatility Plotting: Visualizes implied volatilities for a selected option chain.
- SVI Curve Parameterization: Fits an implied volatility curve using the SVI (Stochastic Volatility Inspired) model.
- Custom Options Pricing: View the theoretical arbitrage-free implied volatility and premium for a custom option strike and expiration date.
- Interactive UI: Built with Shadcn UI for a modern and responsive user interface.
- TypeScript Support: Ensures type safety and better developer experience.
To get a local copy up and running follow these simple example steps.
- Node.js (v18 or later)
- npm or yarn
- Install and run the server from the [volatility-surface-server].
- Clone this repository:
git clone git@github.com:afan2g/vol-surface-frontend.git
- Install NPM packages:
or
npm install
yarn install
- Clone and run the API server from vol-surface-modeling
- Set up environment variables:
- Create a
.envfile in the root directory. - Add the following variables:
VITE_API_URL=http://localhost:5000/api
- Create a
- Start the development server:
or
npm run dev
yarn dev
- Change git remote url to avoid accidental pushes to base project
git remote set-url origin github_username/repo_name git remote -v # confirm the changes - Open your browser and navigate to
http://localhost:5173to view the application.
This project is licensed under the MIT License - see the LICENSE file for details.
Aaron Fan - af3623@columbia.edu
Project Link: https://github.com/afan2g/vol-surface-frontend