├── .gitignore ├── LICENSE ├── README.md ├── images ├── aapl_int_spline.png ├── aapl_line.png ├── aapl_scatter.png ├── aapl_skew_270821.png ├── gld_skew_270821_up.png ├── gld_wire_scatter.png ├── spx_int_scatter.png ├── spx_int_scatter_270821.png ├── spx_mesh.png ├── spx_skew_270821.png ├── spx_skew_270821_full.png ├── tsla_int_rbf.png ├── tsla_line.png └── tsla_skew_270821_down.png ├── pyproject.toml ├── setup.cfg ├── setup.py ├── tests ├── vol_unittest_data_AAPL.py ├── vol_unittest_data_GLD.py ├── vol_unittest_data_SPX.py ├── vol_unittest_data_TSLA.py ├── vol_unittest_graphs.py └── vol_unittest_skewreport.py └── volvisualizer ├── __init__.py ├── graph.py └── volatility.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/README.md -------------------------------------------------------------------------------- /images/aapl_int_spline.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/aapl_int_spline.png -------------------------------------------------------------------------------- /images/aapl_line.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/aapl_line.png -------------------------------------------------------------------------------- /images/aapl_scatter.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/aapl_scatter.png -------------------------------------------------------------------------------- /images/aapl_skew_270821.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/aapl_skew_270821.png -------------------------------------------------------------------------------- /images/gld_skew_270821_up.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/gld_skew_270821_up.png -------------------------------------------------------------------------------- /images/gld_wire_scatter.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/gld_wire_scatter.png -------------------------------------------------------------------------------- /images/spx_int_scatter.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/spx_int_scatter.png -------------------------------------------------------------------------------- /images/spx_int_scatter_270821.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/spx_int_scatter_270821.png -------------------------------------------------------------------------------- /images/spx_mesh.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/spx_mesh.png -------------------------------------------------------------------------------- /images/spx_skew_270821.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/spx_skew_270821.png -------------------------------------------------------------------------------- /images/spx_skew_270821_full.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/spx_skew_270821_full.png -------------------------------------------------------------------------------- /images/tsla_int_rbf.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/tsla_int_rbf.png -------------------------------------------------------------------------------- /images/tsla_line.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/tsla_line.png -------------------------------------------------------------------------------- /images/tsla_skew_270821_down.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/images/tsla_skew_270821_down.png -------------------------------------------------------------------------------- /pyproject.toml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/pyproject.toml -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/setup.cfg -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/setup.py -------------------------------------------------------------------------------- /tests/vol_unittest_data_AAPL.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/tests/vol_unittest_data_AAPL.py -------------------------------------------------------------------------------- /tests/vol_unittest_data_GLD.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/tests/vol_unittest_data_GLD.py -------------------------------------------------------------------------------- /tests/vol_unittest_data_SPX.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/tests/vol_unittest_data_SPX.py -------------------------------------------------------------------------------- /tests/vol_unittest_data_TSLA.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/tests/vol_unittest_data_TSLA.py -------------------------------------------------------------------------------- /tests/vol_unittest_graphs.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/tests/vol_unittest_graphs.py -------------------------------------------------------------------------------- /tests/vol_unittest_skewreport.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/tests/vol_unittest_skewreport.py -------------------------------------------------------------------------------- /volvisualizer/__init__.py: -------------------------------------------------------------------------------- 1 | __version__ = "1.2.4" 2 | -------------------------------------------------------------------------------- /volvisualizer/graph.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/volvisualizer/graph.py -------------------------------------------------------------------------------- /volvisualizer/volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/GBERESEARCH/volvisualizer/HEAD/volvisualizer/volatility.py --------------------------------------------------------------------------------