Batch Black-Scholes pricing European options on stocks without dividends
Project description
batch_options_price
Installation
pip install batch-options-price
Documentation
BSB - Black-Scholes Used for pricing European options on stocks without dividends
BSB.option_price_batch(volatility, daysToExpiration, underlyingPrice, strikePrice, interestRate, side)
eg: prices = BSB.option_price_batch(pd.Series([0.31, 0.29]), pd.Series([125, 26]), pd.Series([25, 26]), pd.Series([25, 26]), 4, 'C')
Returns the put-call price series
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