Call/Put prices across strikes (futures, Black-76)

Minimal example: compute call and put prices for a range of strikes and print a table.

Inputs: futures F, maturity T (years), rate r (cc), volatility sigma (per √year).

import numpy as np
import pandas as pd
from volkit import price_euro_future

# Parameters (edit these) -----------------------------
F = 100.0     # futures price
T = 0.50      # years
r = 0.02      # continuous compounding
sigma = 0.20  # Black vol (per √year)

# Strike grid -----------------------------------------
K = np.arange(70.0, 131.0, 5.0)  # 70,75,...,130

# Prices (broadcasting over K) ------------------------
call = price_euro_future(F, K, T, r, sigma, cp="call")
put  = price_euro_future(F, K, T, r, sigma, cp="put")

# Table ------------------------------------------------
df = pd.DataFrame({"strike": K, "call": call, "put": put})
df.round(6)

	strike	call	put
0	70.0	29.723370	0.021875
1	75.0	24.844950	0.093704
2	80.0	20.107035	0.306039
3	85.0	15.652410	0.801663
4	90.0	11.655313	1.754815
5	95.0	8.270065	3.319816
6	100.0	5.581107	5.581107
7	105.0	3.581974	8.532224
8	110.0	2.189244	12.089743
9	115.0	1.277152	16.127900
10	120.0	0.713244	20.514241
11	125.0	0.382548	25.133794
12	130.0	0.197713	29.899208