New — Implied Vol, Strategies & Binomial Trees just shipped · What’s next →
10 Lessons Live · Free & Open Source

Quant finance,
building the engine
for high schoolers.

A free, open-source curriculum that teaches options pricing and the five Greeks — with a real Pyodide notebook and a live Black-Scholes visualizer that updates every Greek in real time.

0Lessons live
0Greeks covered
0Setup required
∞Paper trades
Start Lesson 01→View curriculum★ on GitHub
black_scholes.py — StrikeLab PlaygroundL03
1# black_scholes.py — Lesson 03
2import numpy as np
3from scipy.stats import norm
4
5def bs_call(S, K, T, r, σ):
6    d1 = (np.log(S/K) + (r + σ**2/2)*T) / (σ*np.sqrt(T))
7    d2 = d1 − σ*np.sqrt(T)
8    return S*norm.cdf(d1) − K*np.exp(−r*T)*norm.cdf(d2)
9
10# SPY · $521 spot · $525 strike · 30d · 4.4% r · 18.2% σ
11price = bs_call(521, 525, 30/365, .044, .182)
»#✓ Tests passed  |  price: 3.47  |  Δ: 0.443
Pyodide 0.25 · WASMRun · ⌘↵
CALLC = S₀N(d₁) − Ke−rTN(d₂)·DELTAΔ = ∂V/∂S·GAMMAΓ = ∂²V/∂S²·THETAΘ = ∂V/∂t·VEGAν = ∂V/∂σ·RHOρ = ∂V/∂r·BSM PDE∂V/∂t + ½σ²S²∂²V/∂S² + rS∂V/∂S − rV = 0·CALLC = S₀N(d₁) − Ke−rTN(d₂)·DELTAΔ = ∂V/∂S·GAMMAΓ = ∂²V/∂S²·THETAΘ = ∂V/∂t·VEGAν = ∂V/∂σ·RHOρ = ∂V/∂r·BSM PDE∂V/∂t + ½σ²S²∂²V/∂S² + rS∂V/∂S − rV = 0·
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Lessons live
0
Greeks covered
0
Strategies covered
0
Installs needed
$0
Cost, ever
0%
Open source
Curriculum
Ten
lessons.
One arc.
Total time~2h
FormatSelf-paced
Cost$0
PrereqPre-calc
01
What Is an Option?Calls, puts, and why they exist
Live→
02
Put-Call ParityThe iron law of options pricing
Live→
03
Black-Scholes FormulaThe equation that changed markets
Live→
04
Delta: Directional ExposureThe most important Greek
Live→
05
Theta: Time DecayWhy options are a race against the clock
Live→
06
Gamma: Rate of Change of DeltaWhy delta hedging requires constant rebalancing
Live→
07
Vega: Volatility SensitivityHow option prices respond to changes in implied vol
Live→
08
Implied VolatilityWhat the market thinks about uncertainty
Live→
09
Option StrategiesSpreads, straddles, and how to use the Greeks
Live→
10
Binomial TreesThe discrete-time approach to option pricing
Live→
The Greeks
Five sensitivities,
one option.
Every option price has five partial derivatives. Master them and you understand the trade.
Δ
Delta
∂V / ∂S
How much the option price changes per $1 move in the underlying. The hedge ratio.
Γ
Gamma
∂²V / ∂S²
The rate of change of delta. Explodes near expiry — where careers are made and ended.
Θ
Theta
∂V / ∂t
Time decay. The rent the option seller collects, and the option buyer pays each day.
ν
Vega
∂V / ∂σ
Sensitivity to implied volatility. The market's opinion about future moves.
ρ
Rho
∂V / ∂r
Sensitivity to interest rates. Forgotten in calm times, lethal in tightening cycles.
Platform
Three tools,
one workspace.
01CURRICULUM
∫

Interactive Curriculum

Ten progressive lessons with embedded Python exercises and unit-tested coding problems. From first principles to Black-Scholes, all five Greeks, implied vol, strategies, and binomial trees.

10 lessons~3h totalSelf-paced
02PLAYGROUND
λ

Pyodide WASM

A full Python 3.11 environment running in your browser. NumPy, SciPy, and our options pricer pre-wired. No installs, no setup, no excuses.

Python 3.11NumPy · SciPyAuto-save
03VISUALIZER
ϕ

Live Greek Visualizer

Drag a slider, watch Δ, Γ, Θ, ν, ρ update in real time across strike and maturity. The pricer is your scratchpad.

Real-time5 GreeksVol surface
Audience
Built for the
curious sixteen.
AMATH COMP
π

Math competition kids

If you've seen AMC, AIME, or USAMO, you have more than enough machinery. We translate the math you already love into options pricing.

AMC · AIME · USAMOProofs welcome
BQUANT TRACK
σ

Future quant track

Aiming for a CS/math major and a Jane Street internship? Start now. The interviews will ask you about Black-Scholes, vol arbitrage, and Greeks.

Internship-prepResume-ready
CSELF-TAUGHT
μ

Self-taught builders

Already coding in Python and curious why options exist? StrikeLab is the missing semester your school skipped. No prerequisites except curiosity.

Python-friendlyNo prereqs
Stack
Open-source,
end to end.
Next.js 16
React 19
Pyodide 0.25
NumPy 1.26
SciPy 1.13
Framer Motion 11
D3 7
TypeScript 5.4
Tailwind 4
Vercel Edge
Comparison
Nothing else is
built for sixteen.
Feature
StrikeLab
Wharton WGHS
Coursera Quant
Textbooks
Built for high schoolers
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Real options pricing
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In-browser Python notebook
✓
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Live Greek visualizer
✓
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Coding exercises with tests
✓
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Open-source engine
✓
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Free, forever
✓
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Newsletter

Sunday Greeks.

One email a week. A new derivation, a code snippet, and a paper-trading prompt. No spam, no sponsorships, unsubscribe in one click.

∂Education / ∂Zip Code = 0

Quant finance shouldn't
require the right zip code.

Ten lessons. A real Python notebook. A live Greek visualizer. All free, all open source. Start tonight.

Start Lesson 01→★ on GitHub