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1. spx-essvi-realtime spx-essvi-realtime Public

   Real-time eSSVI fit on SPX (Polygon vendor IV + Yahoo spot). Saves θ/ρ/ψ/φ curves, Δ–T heatmaps, RR/BF table, and interactive Plotly surfaces (MAE ≈ ~30 bp).

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2. ESSVI ESSVI Public

   This project fits an arbitrage-aware eSSVI volatility surface to SPY option chains and visualizes the smile in both k = ln(K/F) and Δ–T space. It also computes trader-standard skew measures — 25Δ R…

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3. spx-vol-surface-svi spx-vol-surface-svi Public

   SPX option chain volatility surface fitting with SVI and arbitrage diagnostics

   Jupyter Notebook