Shiny R code for multiple plots using ggplot2 and gridextra

Shiny R code for multiple plots using ggplot2 and gridextra

Shiny R code for multiple plots using ggplot2 and gridextra Sample code to use shiny for multiple graphs in same plot Use ggplot2 and gridextra

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Model free implied volatility

Risk-Neutral Skewness and Kurtosis: See this post for R code to calculate model free implied volatility. Let stock price return for period     is given by: (1)   The price of the volatility contract: (2)   The price of the cubic contract: (3)   The price of the quadratic contract: (4)   Define : (5)   For -period model-free implied volatility (MFIV) is: (6) […]

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Volatility smile

Volatility smile

Following code downloads option price data for a day $d$ from NSE website and plot volatility smile  🙂

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R code to download Options and Futures data from NSE

The code below can download daily bhav for Futures and Options from the NSE website.  I have also include sample code that downloads indices level from the National Stock Exchange

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