Real Time Option Volatility from Ticks
Budget: ₹1,500 – ₹12,500 INR
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++.