⚙️ Options Pricing & Greeks – Interactive Learning & Risk Visualisation
A Hands-On Exploration of Option Valuation and Risk Sensitivities
Welcome to your interactive hub for understanding how options are priced and how their risk exposures behave. This multi-page Power BI dashboard provides a dynamic view into forward pricing, option Greeks, and market sensitivity modelling, all driven by custom inputs and clean financial logic.
📚 Educational Focus & Design:
This platform was designed as a teaching and exploration tool, helping users visualise the moving parts of options pricing — including the impact of stock price, time to expiry, interest rates, and dividends. With a clean layout and intuitive sliders, it’s accessible to both beginners and professionals.
🧭 What’s Inside:
🟦 Forward Pricing Page
Model the theoretical forward price of a stock using real-world elements like discrete dividends and ex-dividend dates. Understand how future price projections are affected by interest rates and dividend timing. Includes a flexible timeline view and formula reference.
🟨 Greeks Page
Explore Gamma, Theta, and Vega across different tenors using sliders for share price and volatility. Toggle between:
ATM Greeks for per-unit option sensitivity
Positional Greeks for scaled dollar-value risk insights
Visualise how option sensitivities evolve as expiry approaches or volatility increases.
🧩 Behind the Scenes
Built entirely in Power BI using:
What-If Parameters to enable user-driven inputs
DAX Measures for dynamic Greek calculations
Custom formulas to reflect discrete dividend impacts on forward pricing
A fully responsive layout for seamless interaction
🔍 What You’ll Discover:
How dividends reduce forward prices through present value adjustment
How Gamma and Vega spike near expiry
How Theta accelerates decay in the final weeks
The relationship between spot, volatility, and time — brought to life through sliders and graphs
📌 Whether you’re a student learning about derivatives, a trader teaching others, or a stakeholder seeking intuitive visualisation — this tool brings pricing theory to life with clean logic, dynamic interaction, and real-world relevance.
