Skip to main content

Awesome but light option price calculator in Python

Project description


option-price is a Python-based powerful but simple option price calculator.


pip install option-price


from optionprice import Option

You can initialize an option through this:

some_option = Option(european=False,
                    kind = 1,
                    s0 = 100,
                    dv = 0)

option-price has three approaches to calculate the price of the price of the option. They are

  • B-S-M
  • Monte Carlo
  • Binary Tree

option-price will pick B-S-M by default. You can simply get the price by using


If you want to calculate in other ways, you can use

some_option.getPrice(method='MC',iteration = 500000)


some_option.getPrice(method='BT',iteration = 1000)

while MC stands for Monte Carlo and BT stands for Binary Tree.

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for option-price, version 0.0.8
Filename, size File type Python version Upload date Hashes
Filename, size option_price-0.0.8-py3-none-any.whl (4.0 kB) File type Wheel Python version py3 Upload date Hashes View hashes
Filename, size option-price-0.0.8.tar.gz (2.8 kB) File type Source Python version None Upload date Hashes View hashes

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page