Volatility Modelling Toolkit

A powerfull lightweight toolkit for option pricing, implied volatility, and Greeks.

Installation

pip install volkit

Examples

• Call and Put Price Table
• Price Table with all Greeks
• Greeks: Analytic vs Numeric
• Greeks: Surface Plots
• Broadcasting Basics
• Implied Volatilities
• Implied Futures from Options Price
• Implied Futures from Options Quotes
• Detecting Arbitrage (single Expiry)
• Datasets: SPXW

API

See API reference.