Options Pricing and Trading Strategy
This project explores options pricing through Black-Scholes and Binomial Tree models, analyzes real-world options data (Greeks, implied vs. historical volatility), and develops a simple trading strategy based on volatility or hedging principles. The final deliverables include a pricing tool, data visualizations, a backtested strategy, and a polished report.
Description
Contributors
Hani H. Khan (PM)
Tanek Malhotra
Kushagra Sharma
Alex Kincannon
Karan Vankwani
Arjun Karnany