Real Time Option Volatility from Ticks -- 2
Budget: $30 – $250 USD
Calculate option volatility inverting Black Scholes for American and European
Options on CME Futures. Goal is real time CME tick data as well as historical.
Need parameterization/Lookup table or equivalent for rapid invertion of tick data.
Needs experience in option pricing and C/C++.
Options on CME Futures. Goal is real time CME tick data as well as historical.
Need parameterization/Lookup table or equivalent for rapid invertion of tick data.
Needs experience in option pricing and C/C++.