Volatility Surface Python Packages

flashalpha

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

option-chain-analytics

Point-in-time option-chain containers, feed normalisation, reconstruction, and queries for quantitative research

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

py-vol-surface

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

volatility-trading

Systematic Volatility Research and Backtesting for equity options

ito

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.