vollib/py_vollib

Issues

• ModuleNotFoundError: No module named '_testcapi'

  #27 opened 8 months ago by posidonius
  1

• if spot price is less than 0.01 greeks are returning Nan

  #28 opened 6 months ago by tinix84
  0

• Feature Request: Second Order Greeks

  #19 opened 2 years ago by atreyadaz
  2

• NumbaDeprecationWarning

  #25 opened 10 months ago by mainTrim13
  0

• [Question] Is it possible to calculate IV if the option price is given?

  #24 opened a year ago by pinkfrog9
  1

• Incorrect Theta calculation

  #23 opened a year ago by dilpreet300
  0

• Zero strike price

  #22 opened a year ago by lukaskiss222
  0

• Importing library in PyCharm Python Console raises ModuleNotFoundError

  #20 opened a year ago by guruappa
  1

• BelowIntrinsicValue exception for Deep in the money put

  #7 opened a year ago by shuara
  1

• Very slow to run on SQL Server 2017

  #8 opened a year ago by YizeD
  1

• How to use this lib?

  #3 opened a year ago by kramer65
  2

• Multiple ZeroDivisionError error on Windows

  #1 opened a year ago by sauravkedia10
  6

• Get Price from Vol

  #12 opened a year ago by topchatz
  1

• vectorization in py_vollib

  #14 opened a year ago by nrathod7
  8

• What are 'b' and 'pricing function' arguments for numerical greeks

  #15 opened a year ago by andr3w321
  1

• Boundary condiiton error

  #16 opened a year ago by evelynmitchell
  1

• Importing py_vollib causes a MySQL import error in a Flask App

  #17 opened a year ago by tmb-ltsdw
  1

• ImportError: No module named '_testcapi'

  #11 opened 2 years ago by AngusWG
  4

• Dealing with deep in-the-money index option

  #18 opened a year ago by TNightV
  1

• Strike from IV and delta

  #21 opened a year ago by micycle1
  1

• Deep ITM European Options

  #5 opened 7 years ago by MagicEthan
  4

• Black-Scholes implied vol BelowIntrinsicError with negative risk-free rate

  #13 opened 5 years ago by stnatter
  1

• Do you have any plans adding a SABR model?

  #4 opened 5 years ago by stnatter
  1

• Black Model's gamma gives a very low number?

  #10 opened 5 years ago by fightthepower
  1

• Strange values for rho

  #6 opened 7 years ago by mrcartier
  1

• Unable to update to latest version with pip

  #2 opened 7 years ago by romanrdgz
  1