lacuna-options
lacuna-options is the separately packaged empirical options-research extension for
Lacuna. It does not add options, solver, or plotting
dependencies to Lacuna core.
The initial 0.1.x contract provides:
- a normalized, point-in-time-conscious option-chain schema;
- validated bid/ask/mid and expiration invariants;
- carry-based forwards and log-forward moneyness;
- deterministic absolute-delta buckets; and
- structured empirical implied-volatility residual evidence.
Install the extension from PyPI. Its dependency resolves the compatible lacuna-quant core while
Python imports remain lacuna_options and lacuna:
python -m pip install lacuna-options
import lacuna_options as lo
chain = lo.validate_chain(option_quotes)
bucketed = lo.delta_buckets(chain)
residuals = lo.empirical_residual(chain, expected="fair_iv")
The package does not claim a universal implied-volatility solver, Greeks model, surface fit, or arbitrage-free calibration. Those depend on explicit model, day-count, exercise, settlement, dividend, and numerical policies and belong in later separately versioned capabilities.
Version 0.2.0 preserves the exact 0.1.x Python surface while moving dependency metadata to
lacuna-quant>=0.13,<0.14. The 0.2 fixture explicitly inherits the complete 0.1 contract.
Validated chain evidence is recognized by the required options_evidence capability in Lacuna's
standardized options audit profile.
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