This is a pre-production deployment of Warehouse, however changes made here WILL affect the production instance of PyPI.
Latest Version Dependencies status unknown Test status unknown Test coverage unknown
Project Description

Installation

pip install ivolat

Examples

import ivolat

# stock price
s = 10000
# option strike price
k = 10500
# risk-free interest rate
r = 0.001
# drift rate (dividend)
q = 0.1
# time remaining until expiration (in years)
t = 20.0 / 365.0
# annual volatility of stock price
sigma = 0.2
# call option price
p = 40


# call opition price
ivolat.prem_call(s, k, r, q, t, sigma)

# call opition implied volatility
ivolat.ivolat_call(s, k, r, q, t, p)

# Greeks
# call delta
ivolat.delta_call(s, k, r, q, t, sigma)

# Second-order Greeks
# gamma
ivolat.gamma(s, k, r, q, t, sigma)

# vanna
ivolat.vanna(s, k, r, q, t, sigma)

# vomma (volga)
ivolat.vomma(s, k, r, q, t, sigma)
Release History

Release History

0.1.2

This version

History Node

TODO: Figure out how to actually get changelog content.

Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

Show More

0.1.1

History Node

TODO: Figure out how to actually get changelog content.

Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

Show More

0.1.0

History Node

TODO: Figure out how to actually get changelog content.

Changelog content for this version goes here.

Donec et mollis dolor. Praesent et diam eget libero egestas mattis sit amet vitae augue. Nam tincidunt congue enim, ut porta lorem lacinia consectetur. Donec ut libero sed arcu vehicula ultricies a non tortor. Lorem ipsum dolor sit amet, consectetur adipiscing elit.

Show More

Download Files

Download Files

TODO: Brief introduction on what you do with files - including link to relevant help section.

File Name & Checksum SHA256 Checksum Help Version File Type Upload Date
ivolat-0.1.2-py2-none-any.whl (21.5 kB) Copy SHA256 Checksum SHA256 2.7 Wheel Aug 31, 2015

Supported By

WebFaction WebFaction Technical Writing Elastic Elastic Search Pingdom Pingdom Monitoring Dyn Dyn DNS HPE HPE Development Sentry Sentry Error Logging CloudAMQP CloudAMQP RabbitMQ Heroku Heroku PaaS Kabu Creative Kabu Creative UX & Design Fastly Fastly CDN DigiCert DigiCert EV Certificate Rackspace Rackspace Cloud Servers DreamHost DreamHost Log Hosting