MultiModel Options

Interactive Streamlit app for pricing European and American options across multiple models and visualizing P&L surfaces over Spot × Volatility scenarios.

https://multimodel-options.streamlit.app/

✨ Features

• Models
  • Black-Scholes-Merton (lognormal)
  • Binomial (CRR) — European/American
  • Bachelier (Normal) — normal volatility
  • Monte Carlo (GBM) — European or American (LSM)
• Interactive sidebar
  • Model-specific parameters
  • Context-aware Monte Carlo inputs (European vs American)
  • P&L inputs (quantity, purchase prices)
  • Range sliders for Spot and Volatility scenario ranges
• At-a-glance metrics
  • CALL / PUT model prices
  • Current Mark-to-Market P&L
• P&L Heatmaps (Spot × Volatility)
  • Diverging colormap
  • Per-cell values (annotated)

🔧 Dependencies:

streamlit, numpy, matplotlib, seaborn, scipy