Awesome
Deribit Volatility Visualization Tool
A visualization tool created to help gauge the volatility of Deribit options
This tool can connect to Deribit's public endpoint (registration required) and get real-time analysis.
Note: This project seems to be getting a lot attention. I will try to update this project in the next 2 weeks.
Installing
git clone https://github.com/pengjin2/Derbit-Volatility-Visulization.git
Traceback
Data to be included in the plot and data stream.
Save data to local
Data can be saved to local directory. When you set save_local = True, the data used to draw the session graphs will be updated automatically.
Plot Types
Currently only 3 kinds of plots are supported. More will be provided if deem necessary.
ScatterPlot with polynomial fitted line
ScatterPlot in 3D dimension
Volatility Surface Plot
Author
License
This project is licensed under the MIT License - see the LICENSE file for details