cboe

US stock market data for AI coding assistants — zero-auth, official sources. CBOE options with full Greeks + 0DTE flow, FINRA market-wide short volume, SEC EDGAR filing stream, and a free market-wide screener. 13 layers, 30+ endpoints, 11 sources. Every source labeled with its compliance tier.

Python Code for Option Analysis

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

Dashboard d'analyse Gamma/Delta Exposure (SPX/NDX) sur donnees CBOE delayed gratuites

Dealer gamma exposure levels for any stock, ETF or index from public CBOE option chains. Gamma flip, call/put walls, 0DTE sublevels, expected-move bands. Own your levels.

Various multivariate, multistep LSTM models using SPX options data to forecast the CBOE VIX to improve future market volatility forecasts. Monte Carlo simulation and Facebook Prophet forecasts included for comparison.

Limit Order Book IPs on FPGAs

Dashboard Streamlit gratuita (no registrazione) per l'analisi del posizionamento in opzioni da CSV CBOE: Gamma Exposure (GEX), DEX/VEX, Put/Call Wall, Max Pain, Expected Move, 3D vol surface

This project is aimed on forecasting values from CBOE (Chicago Stock exchange) adjusted closing values.

Build an automated process to collect vix futures data from IB and create a time-series. Offer service as API.

Local FastAPI screener for long single-leg US equity options. Solves implied volatility and Greeks from Black-Scholes-Merton, scores each contract on seven weighted factors, and returns an A-F grade per ticker or across the full optionable universe.

Le « revenu » des calls vendus, démonté : BXM reconstruit par Black-Scholes + VIX (corr 0,981, +630 pb/an = le prix du skew que le VIX ne voit pas), prime de variance positive 84 % des mois depuis 1990 (t 3,3), et ZEB qui bat ZWB de 2,75 pt/an pour un pire creux identique. Données Cboe/FRED/Yahoo libres, 8 tests fermés.