GitHub repository: volkancakil/bitcoin-implied-volatility
Primary language: Python
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).