/OptionsTradingGui

A Python-based Gui that displays live options chain data, and runs an interpolation on the implied volatilities of that data using various techniques. The Gui can interact with the Schwab and Tastytrade APIs to provide live options prices.

Primary LanguagePythonMIT LicenseMIT

Options Trading GUI Application

This is a Python-based application designed for options trading analysis using real-time data from Tastytrade and Schwab APIs. The app provides users with a graphical interface to visualize implied volatility smiles, analyze option chains, and filter options based on various parameters like bid-ask spread, strike range, and open interest.

Requirements

Make sure you have the following Python libraries installed:

  • numpy
  • pandas
  • pandas_datareader
  • pykalman
  • yfinance
  • matplotlib
  • mplfinance
  • tqdm
  • opencv-python

You can install these libraries by running the following command:

pip install numpy pandas pandas_datareader pykalman yfinance matplotlib mplfinance tqdm opencv-python

Usage

  1. Clone this repository and navigate to the project folder:

git clone https://github.com/hedge0/OptionsTradingGui.git cd OptionsTradingGui

  1. Run the app using the following command:

python app.py

  1. The application will open a GUI where you can select a platform (TastyTrade or Schwab), enter your credentials, and begin analyzing options data.

Features

  • Platform Selection: Choose between TastyTrade and Schwab for live options data streaming.
  • Implied Volatility Analysis: Visualize IV smiles for selected options chains.
  • Custom Filters: Filter options based on bid-ask spread, strike price, and open interest.
  • Fit Models: Apply various models (RBF, RFV, SLV, SABR) to generate interpolations of the IV curve.

License

This project is licensed under the MIT License.