Call prices and all Greeks across strikes

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

import numpy as np
import pandas as pd
import volkit as vk

# 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

# Table ------------------------------------------------
df = pd.DataFrame({
    "strike": K,
    "call price": vk.price_euro_future(F, K, T, r, sigma, cp="call"),
    "delta": vk.delta_euro_future(F, K, T, r, sigma, cp="call"),
    "gamma": vk.gamma_euro_future(F, K, T, r, sigma, cp="call"),
    "theta": vk.theta_euro_future(F, K, T, r, sigma, cp="call"),
    "vega": vk.vega_euro_future(F, K, T, r, sigma, cp="call"),
    "rho": vk.rho_euro_future(F, K, T, r, sigma, cp="call"),
    "ddelta": vk.dual_delta_euro_future(F, K, T, r, sigma, cp="call"),
    "vanna": vk.vanna_euro_future(F, K, T, r, sigma, cp="call"),
    "vomma": vk.vomma_euro_future(F, K, T, r, sigma, cp="call"),
    "lambda": vk.lambda_euro_future(F, K, T, r, sigma, cp="call"),

}).set_index('strike')
df.round(4)

	call price	delta	gamma	theta	vega	rho	ddelta	vanna	vomma	lambda
strike
70.0	29.7234	0.9853	0.0010	0.4007	0.9689	-14.8617	-0.9830	-0.1679	30.7906	3.3150
75.0	24.8450	0.9726	0.0030	-0.1126	3.0474	-12.4225	-0.9655	-0.4231	62.9755	3.9146
80.0	20.1070	0.9409	0.0072	-1.0331	7.1761	-10.0535	-0.9248	-0.7648	89.1509	4.6796
85.0	15.6524	0.8799	0.0133	-2.3412	13.2711	-7.8262	-0.8510	-1.0120	87.2986	5.6215
90.0	11.6553	0.7848	0.0200	-3.7718	20.0245	-5.8277	-0.7425	-0.9548	55.0716	6.7333
95.0	8.2701	0.6610	0.0254	-4.9196	25.4251	-4.1350	-0.6087	-0.5249	16.0877	7.9927
100.0	5.5811	0.5229	0.0279	-5.4602	27.8591	-2.7906	-0.4671	0.1393	-0.6965	9.3697
105.0	3.5820	0.3880	0.0269	-5.3079	26.8977	-1.7910	-0.3354	0.7907	15.3349	10.8329
110.0	2.1892	0.2705	0.0233	-4.6128	23.2827	-1.0946	-0.2260	1.2260	52.2932	12.3540
115.0	1.2772	0.1776	0.0183	-3.6411	18.3330	-0.6386	-0.1434	1.3728	89.0682	13.9091
120.0	0.7132	0.1104	0.0133	-2.6445	13.2937	-0.3566	-0.0861	1.2783	110.1421	15.4797
125.0	0.3825	0.0652	0.0090	-1.7864	8.9702	-0.1913	-0.0491	1.0457	111.4387	17.0515
130.0	0.1977	0.0368	0.0057	-1.1326	5.6829	-0.0989	-0.0268	0.7739	97.6539	18.6141