Scipy
implied vol surface in python: stop guessing what the market thinks
·1944 words
4:30 AM. been staring at vol surfaces for three weeks straight. finally got the pipeline clean enough to write about it.
if you’re trading options without a vol surface you’re flying blind. period. everyone talks about delta and theta but the actual edge is in understanding where implied vol is mispriced relative to what it should be. that’s the surface. that’s where the money is.