Platform
Resources
Pricing
Sign in
Get started
Ajay
Workspace
Fork
Published
Derivatives Pricing
By
Ajay
Edited
Oct 28, 2019
2 stars
Insert cell
Insert cell
//todo: parse option code
Insert cell
Insert cell
OptionChainsView
(
)
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
data
=
OptionChain
.
map
(
x
=>
{
let
calls
=
x
.
options
[
0
]
.
calls
.
map
(
parseOption
)
;
let
puts
=
x
.
options
[
0
]
.
puts
.
map
(
parseOption
)
;
let
seriesLabel
=
x
.
options
[
0
]
.
expirationDate
;
return
{
seriesLabel
,
calls
,
puts
}
;
}
)
Insert cell
parseOption
=
obj
=>
{
return
obj
;
}
Insert cell
AllOptions
=
d3
.
merge
(
OptionChain
.
map
(
series
=>
[
...
series
.
options
[
0
]
.
calls
,
...
series
.
options
[
0
]
.
puts
]
)
)
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Insert cell
Hypergrid
=
require
(
'https://fin-hypergrid.github.io/core/demo/build/fin-hypergrid.js'
)
.
catch
(
(
)
=>
window
.
fin
.
Hypergrid
)
Insert cell
Purpose-built for displays of data
Observable is your go-to platform for exploring data and creating expressive data visualizations. Use reactive JavaScript notebooks for prototyping and a collaborative canvas for visual data exploration and dashboard creation.
Try it for free
Learn more
Fork
View
Export
Edit
Add comment
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Add comment
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
SYMBOL
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Add comment
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
OptionChainsView
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
strikeScale
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
volumeScale
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Edit
Add comment
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
FrontMonth
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
data
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
parseOption
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
AllOptions
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
OptionChain
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
parseOptionCode
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Edit
Add comment
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
expirationParser
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
seriesLabelFormat
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
contractSymbolParser
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
d3
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Edit
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML
Hypergrid
Add comment
Copy import
Select
Duplicate
Copy link
Embed
Delete
JavaScript
Markdown
HTML