Monte Carlo Options Pricing Simulator

Mar 2025

Python script that allows a user to input a given option's ticker and runs 10,000+ simulations to aid in pricing.

Tech Stack

PythonMatplotlibPandasFinazon API

Problem

Options pricing is complex and requires understanding various market variables. Traditional calculators don't provide enough insight into potential outcomes.

Solution

Developed a script that simulates a variety of market events by introducing variables such as volatility, time to maturity, dividend rates (where applicable), and current price. Runs 10,000+ Monte Carlo simulations to provide comprehensive pricing insights.

What I Learned

  • •Monte Carlo simulation techniques
  • •Financial modeling and options pricing theory
  • •Data visualization with Matplotlib
  • •Working with financial APIs (Finazon)
  • •Statistical analysis and probability distributions

Screenshots

Monte Carlo Options Pricing Simulator