cboe

US stock market data for AI coding assistants — zero-auth, official sources. CBOE options with full Greeks + 0DTE flow, FINRA market-wide short volume, SEC EDGAR filing stream, and a free market-wide screener. 13 layers, 30+ endpoints, 11 sources. Every source labeled with its compliance tier.

Python Code for Option Analysis

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

Dashboard d'analyse Gamma/Delta Exposure (SPX/NDX) sur donnees CBOE delayed gratuites

Dealer gamma exposure levels for any stock, ETF or index from public CBOE option chains. Gamma flip, call/put walls, 0DTE sublevels, expected-move bands. Own your levels.

Various multivariate, multistep LSTM models using SPX options data to forecast the CBOE VIX to improve future market volatility forecasts. Monte Carlo simulation and Facebook Prophet forecasts included for comparison.

Limit Order Book IPs on FPGAs

Build an automated process to collect vix futures data from IB and create a time-series. Offer service as API.

This project is aimed on forecasting values from CBOE (Chicago Stock exchange) adjusted closing values.

Dashboard Streamlit gratuita (no registrazione) per l'analisi del posizionamento in opzioni da CSV CBOE: Gamma Exposure (GEX), DEX/VEX, Put/Call Wall, Max Pain, Expected Move, 3D vol surface

Local FastAPI screener for long single-leg US equity options. Solves implied volatility and Greeks from Black-Scholes-Merton, scores each contract on seven weighted factors, and returns an A-F grade per ticker or across the full optionable universe.

Un fonds peut recevoir de l'argent en vendant une partie des hausses futures de ses actions. Ce projet mesure ce qu'il gagne, ce qu'il abandonne et ce qu'il risque.