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index.html
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<!DOCTYPE html>
<head>
<title>Implied Volatilty Surface</title>
<meta charset="utf-8" />
<link rel="stylesheet" href="styles.css">
</head>
<script src='https://cdn.plot.ly/plotly-2.27.0.min.js'></script>
<link href='https://fonts.googleapis.com/css?family=Noto Sans' rel='stylesheet'>
<script type="module" src = "./js/data.js"></script>
<script type="module" src = "./js/calc.js"></script>
<script type="module" src = "./js/parse.js"></script>
<script type="module" src = "./js/plot.js"></script>
<script type="module" src = "./js/modal.js"></script>
<script type="module" src = "main.js"></script>
<body>
<div id="container">
<p class="title">Implied Volatility Surface Explorer</p>
<div class="optionsContainer">
<div class="settingsContainer equalSizeContainer">
<p>Sample Data</p>
<select name="dataType" id="dataSelect" class="customSelect">
<option value="SPY">SPY Feb 2024</option>
<option value="AAPL">AAPL Dec 2013</option>
</select>
</div>
<div class="settingsContainer equalSizeContainer">
<p class="orText">OR</p>
</div>
<div class="settingsContainer equalSizeContainer">
<div class="uploadOptionsContainer">
<p>Upload an options chain (CSV) from the <a href="https://www.cboe.com/delayed_quotes/spy/quote_table" target="_blank">CBOE's delayed quotes</a></p>
<button id="howToButton" class="primaryButton">?</button>
</div>
<input type="file" name="inputfile" id="inputfile">
</div>
</div>
<hr>
<div class="optionsContainer">
<div class="settingsContainer">
<p>Option Settings</p>
<select name="optionType" id="optionSelect" class="customSelect">
<option value="Call">Call</option>
<option value="Put">Put</option>
</select>
</div>
<div class="settingsContainer">
<p>Plot Type</p>
<select name="plotType" id="plotType" class="customSelect">
<option value="mesh3d">Mesh</option>
<!-- <option value="surface">Surface</option> -->
<option value="markers">Points</option>
<option value="lines">Line</option>
</select>
</div>
<div class="settingsContainer">
<p id="interestRateText">Interest Rate</p>
<input type="range" min="0" max="100" value="10" id="interestRate">
</div>
<div class="settingsContainer">
<p id="dividendYieldText">Dividend Yield</p>
<input type="range" min="0" max="100" value="0" id="dividendYield">
</div>
</div>
<hr>
<div class="settingsContainer">
<button id="theoRates" class="primaryButton">Calculate Put-Call Parity Interest Rate</button>
</div>
<div id ="info3d"></div>
<button id="see2DButton" class="primaryButton">View Implied Vol vs Strike Plots</button>
<div id="info2d"></div>
</div>
<footer>
<p>Copyright © 2024 Ashay Parikh</p>
</footer>
<div id="howToModal" class="modal">
<div class="modal-content">
<span class="close">×</span>
<p class="orText">How to upload an options chain</p>
<p>1. Visit the <a href="https://www.cboe.com/delayed_quotes/spy/quote_table" target="_blank">CBOE's SPY Quotes Dashboard</a>, which displays delayed SPY option chains.</p>
<img src="demo/step1.png" alt="CBOE website" width="500">
<p>2. Update the Volume, Expiration Type, Options Range, Size, and Expiration filters as desired. If you select "All", you'll add more options to the chain.</p>
<p>3. Scroll to the bottom of the page and click Download CSV. This will download all of the option chain data.</p>
<img src="demo/step2.png" alt="CBOE website" width="500">
<p>4. Upload the CSV file containing the option chain data to this website.</p>
<img src="demo/step3.png" alt="CBOE website" width="300">
</div>
</div>
</body>
</html>