PROJECT-04 — Options Volatility (IV Surface, Smile)

OptionsVolatilityVisualization

Overview & Results

IV smile for a snapshot.

IV smile for a snapshot.

IV surface across strikes & maturities.

IV surface across strikes & maturities.

Covered call payoff illustration.

Covered call payoff illustration.

SUMMARY

Parsed options chains and computed implied volatility.
Plotted smiles and surfaces to diagnose structure.
Simulated a covered‑call payoff profile.
Saved diagnostics as PNGs for quick review.
Summarized methods and caveats in a notebook.

Research Notebook

Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-04-Options%20Volatility/PROJECT-04_-_Options_Volatility_%28IV_Surface%2C_Smile%29.ipynb.