Black Scholes Model Options Pricing

This tool scans option chains to flag potentially underpriced contracts using a Black-Scholes benchmark. For each ticker, the backend (Python with yfinance, pandas, NumPy, SciPy) pulls the latest spot price and every listed expiration, then focuses on near-dated maturities (within 30 days) and strictly out-of-the-money calls and puts. It filters out ill-formed quotes and very illiquid tails (for example, last prices below $0.10 or above $10), and uses the exchange-reported implied volatility with a configurable risk-free rate to compute a theoretical Black-Scholes value. Contracts where the market price is lower than the model value are highlighted as potentially mispriced opportunities.