GitHub repository: Gologoye/volatility-surface-yfinance
Primary language: Python
Description: This Python script creates a volatility surface plot using historical data and the Black-Scholes-Merton model. It calculates implied volatility for call and put options, visualizing volatility against strike price and time to expiration. Includes a tkinter GUI for parameter input. Requires yfinance, pandas, scipy, matplotlib, and tkinter.