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 0.2.1 preserves the exact 0.1.x Python surface and supports
lacuna-quant>=0.13,<0.15. The 0.2 fixture explicitly inherits the complete 0.1 contract.
Release CI installs the same extension wheel with both supported core minor lines. Validated chain
evidence is recognized by the required options_evidence capability in Lacuna's standardized
options audit profile.
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