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volkit
volkit
  • Getting started
  • API reference
    • volkit.pricing
    • volkit.datasets
    • volkit.estimate
    • volkit.utils

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
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API referenceΒΆ

  • volkit.pricing
    • price_euro_future()
    • delta_euro_future()
    • gamma_euro_future()
    • vega_euro_future()
    • theta_euro_future()
    • rho_euro_future()
    • dual_delta_euro_future()
    • vanna_euro_future()
    • vomma_euro_future()
    • lambda_euro_future()
  • volkit.datasets
    • spxw()
  • volkit.estimate
    • estimate_vol_from_option_prices()
    • estimate_future_from_option_quotes()
    • estimate_future_from_option_prices()
  • volkit.utils
    • discount_to_rate()
    • rate_to_discount()
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