Metadata-Version: 2.1
Name: optionpy
Version: 0.0.2
Summary: Calculation of option price, greeks and implied volatility
Home-page: https://github.com/ibaris/optionpy
Author: Ismail Baris
Author-email: i.baris@outlook.de
Maintainer: Ismail Baris
License: UNKNOWN
Platform: UNKNOWN
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: End Users/Desktop
Classifier: Programming Language :: Python :: 3.7
Classifier: Operating System :: Microsoft
License-File: LICENSE

# Introduction

The `optionpy` package makes pricing of option contracts and calculating the *Greeks* fast.

# Key Features

* Calculate the quantities, like:
    * Fair Value : Fair value calculated with the BSM model and the volatility of the underlying (`sigma`)
    * ITM : A bool that indicates if the option in **In The Money**.
    * IV : Implied volatility
    * Delta, Vega, Theta, Rho, Epsilon, Gamma : The greeks.
    * Nd1, Nd2 : The probability of the event that the underlying price is over the strike price ($S_tâ‰¥K$) in the risk-neutral
      world.
* All function are vectorized.
* An advanced search and selection routine.


