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   "source": [
    "# Call/Put prices across strikes (futures, Black-76)\n",
    "\n",
    "Minimal example: compute **call** and **put** prices for a range of strikes and print a table.\n",
    "\n",
    "**Inputs**: futures `F`, maturity `T` (years), rate `r` (cc), volatility `sigma` (per √year).\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "a58dfe9237aa417481c613c2041a682e",
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   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
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       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>strike</th>\n",
       "      <th>call</th>\n",
       "      <th>put</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>70.0</td>\n",
       "      <td>29.723370</td>\n",
       "      <td>0.021875</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>75.0</td>\n",
       "      <td>24.844950</td>\n",
       "      <td>0.093704</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>80.0</td>\n",
       "      <td>20.107035</td>\n",
       "      <td>0.306039</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>85.0</td>\n",
       "      <td>15.652410</td>\n",
       "      <td>0.801663</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>90.0</td>\n",
       "      <td>11.655313</td>\n",
       "      <td>1.754815</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>95.0</td>\n",
       "      <td>8.270065</td>\n",
       "      <td>3.319816</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>100.0</td>\n",
       "      <td>5.581107</td>\n",
       "      <td>5.581107</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>105.0</td>\n",
       "      <td>3.581974</td>\n",
       "      <td>8.532224</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>110.0</td>\n",
       "      <td>2.189244</td>\n",
       "      <td>12.089743</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>115.0</td>\n",
       "      <td>1.277152</td>\n",
       "      <td>16.127900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>120.0</td>\n",
       "      <td>0.713244</td>\n",
       "      <td>20.514241</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>125.0</td>\n",
       "      <td>0.382548</td>\n",
       "      <td>25.133794</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>130.0</td>\n",
       "      <td>0.197713</td>\n",
       "      <td>29.899208</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    strike       call        put\n",
       "0     70.0  29.723370   0.021875\n",
       "1     75.0  24.844950   0.093704\n",
       "2     80.0  20.107035   0.306039\n",
       "3     85.0  15.652410   0.801663\n",
       "4     90.0  11.655313   1.754815\n",
       "5     95.0   8.270065   3.319816\n",
       "6    100.0   5.581107   5.581107\n",
       "7    105.0   3.581974   8.532224\n",
       "8    110.0   2.189244  12.089743\n",
       "9    115.0   1.277152  16.127900\n",
       "10   120.0   0.713244  20.514241\n",
       "11   125.0   0.382548  25.133794\n",
       "12   130.0   0.197713  29.899208"
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "from volkit import price_euro_future\n",
    "\n",
    "# Parameters (edit these) -----------------------------\n",
    "F = 100.0     # futures price\n",
    "T = 0.50      # years\n",
    "r = 0.02      # continuous compounding\n",
    "sigma = 0.20  # Black vol (per √year)\n",
    "\n",
    "# Strike grid -----------------------------------------\n",
    "K = np.arange(70.0, 131.0, 5.0)  # 70,75,...,130\n",
    "\n",
    "# Prices (broadcasting over K) ------------------------\n",
    "call = price_euro_future(F, K, T, r, sigma, cp=\"call\")\n",
    "put  = price_euro_future(F, K, T, r, sigma, cp=\"put\")\n",
    "\n",
    "# Table ------------------------------------------------\n",
    "df = pd.DataFrame({\"strike\": K, \"call\": call, \"put\": put})\n",
    "df.round(6)"
   ]
  }
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