GitHub repository: loganrudd/implied-vol-plot
Primary language: Python
Created: 2021-05-11T21:39:41Z
Description: Using the LedgerX public websocket API we're able to get live top of the orderbook updates for an option chain with over 150 different contracts and save the data to a RedisTimeSeries type as well as publish updates to listening subscribers.  An example subscriber, an interactive plot showing the implied volatility skew of the selected expiration and type (call or put).