Skip to content
Denzell Twerdohlib.dev

Vol Surface Playground

A small interactive demo: implied vol smile inputs → interpolated surface → Greeks (later).

← Back to projects
WIPOptionsMathVisualization

Vol Surface Playground

WIP

Goal

A small interactive demo to explore the implied-vol smile/surface and sanity checks.

Plan

  • user inputs strikes and implied vols
  • interpolate a smooth curve
  • visualize the smile

Later:

  • check for basic static arbitrage constraints
  • compute basic Greeks for a toy model

What it demonstrates

  • numerical thinking and edge-case handling
  • ability to build a clear UI around a math concept
  • documentation of assumptions