GitHub

Q-View extracts and visualizes risk-neutral probability densities from option prices using the Breeden-Litzenberger method. It fetches live options data from the Schwab API and Treasury rates from FRED.

Features

  • Breeden-Litzenberger density extraction from option chains
  • SVI fitting for volatility surface parameterization
  • Black-Scholes pricing engine
  • Live data via Schwab API (options) and FRED API (Treasury rates)
  • Desktop GUI built with Gio
  • Built in Go — run with --mock for bundled test data, no API keys needed