Search Packages

py-vollib-vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

flashalpha

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), VRP, delta, vanna, charm, greeks, 0DTE analytics, volatility surfaces, and more.

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

spetro

Python framework for volatility models with automatic differentiation.

optionspricerlib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

volatility-trading

Systematic Volatility Research and Backtesting for equity options

py-vol-surface

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

volsplineslib

A library for interpolating implied volatility surfaces

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

vanilla-option-pricers

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

optionchain-stream

Python library for live streaming option chain using Kiteconnect Websocket

riskneutral

Risk-Neutral Density Estimation Tools