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  1. black-scholes-greeks-dashboard black-scholes-greeks-dashboard Public

    Multi-Tab dashboard pulling live Black-Scholes second order greeks and vol skew for SPY. Also shows the Treasury yield curve using daily data, with live quotes provided using bond futures pricing.

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  2. schwab-greeks-historical-data schwab-greeks-historical-data Public

    This program collects and stores live options chain data every 10 minutes during market hours. Allows for the storage and backtesting of options greeks.

    Python