# Volatility Modelling Toolkit

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


## Installation

```bash
pip install volkit
```

```{toctree}
:hidden:
:maxdepth: 2

getting-started
api/index
```


```{toctree}
:caption: Examples
:maxdepth: 1

Call and Put Price Table <examples/strikes_table>
Price Table with all Greeks <examples/strikes_table_with_greeks>
Greeks: Analytic vs Numeric <examples/greeks_demo>
Greeks: Surface Plots <examples/greeks_surfaces>
Broadcasting Basics <examples/broadcasting>
Implied Volatilities <examples/estimate_vol_from_option_prices>
Implied Futures from Options Price <examples/estimate_future_from_option_prices>
Implied Futures from Options Quotes <examples/estimate_future_from_option_quotes>
Detecting Arbitrage (single Expiry) <examples/arb_prices_single_expiry.ipynb>
Datasets: SPXW <examples/spxw_dataset.ipynb>
```


## API
See {doc}`api/index`.