/python-option-calculator

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Primary LanguagePythonMIT LicenseMIT

Vanilla options calculator

Black-Scholes model in pure Python

Without SciPy, NumPy or other external dependencies

Use example_greeks.py to calculate Theo, Delta, Theta, Vega, Gamma for single option

Use example_plot.py to visualize your position with Matplotlib