Selected work
Quantitative Finance / Derivatives
Options Data Explorer
Interactive options data prototype
An R Shiny prototype for exploring options contracts across ticker symbols, strike ranges, expiries and call or put types, with tabular data, OHLC charts, volume views and Excel export.
STRIKE OVERVIEW · 30-DAY EXPIRYGenerated data
Black–Scholes prices from prototype mode
Problem
Options data is spread across strikes, expiry dates and contract types. An interactive interface makes it easier to inspect those dimensions together.
What I built
Built an explorer with controls for ticker symbol, strike range, up to three expiries, call and put selection, trading date and interval. The interface provides data tables, OHLC charts, volume views and strike comparisons.
Methods
- Filter contracts by symbol, strike, expiry and option type
- Inspect tabular contract data alongside OHLC and volume views
- Compare strikes and export results to Excel
Research context
- The app opens in Prototype data mode. Generated example data should not be interpreted as live market quotes. An API data-source option is also exposed in the interface.
Technology
- R
- Shiny