option-prices 0.1.1

Option pricing using the Black Scholes Model

Option-prices

This package is to be used for option price calculation using the Black Scholes Model and binomial model

Description

This package provides a simple and easy-to-use implementation of the Black Scholes Model and binomial model for calculating European call and put option prices. It is designed for students, traders, and developers who want a lightweight and reliable tool for option pricing without the complexity of larger libraries.

Getting Started

Dependencies

Numpy,Scipy

Installing

pip install option-prices

Executing program

import option_pricings from option_pricings import bsm from option_pricings import binomial

example when time scale is in year

price=bsm(S=50,K=50,T=1,r=6,sigma=25,option_type = "call",time_scale="Year") print(price)

price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8) print(price)

using sigma parameter instead of u and d

price = binomial(S=30,K=40,r=6,T=2,time_step = 1,sigma = 25) print(price)

put option

price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8,option_type="put") print(price)

changing time scale to month

price = binomial(S=30,K=40,r=6,T=24,time_step = 12,u=1.2,d=0.8,time_scale = "month") print(price)

example when time scale is in month

price = bsm(S=50,K=50,T=6,r=6,sigma=25,option_type = "call",time_scale="Month") print(price)

Note: When time_scale="Year", enter T in years. When time_scale="Month", enter T in months. same thing applies for binomial

Authors

Shreenivas Dani

[e-mail]

Version History

• 0.1
  • Initial Release

License

This project is licensed under the MIT License - see the LICENSE.md file for details