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Project description

option-util

Description

option-util is a simple library to make simple scripts easily available for working with options.

Examples

Return the next expiration by type of expiration.

  • The available options are friday, third_friday, quarter_end, next_bus_day, wednesday, quarter_third_friday.:

    >>> # Return the next expiration by type.
    >>> next_exp_by_type = expirations.next_expiration(
    ...    expiration_type='friday', from_date=datetime(2024,10,27)
    ...    )
    >>> print(f'Next Expiration by Type: {next_exp_by_type}')
    Next Expiration by Type: 2024-11-01

Return the next expiration by all types.:

>>> # Get future expirations
>>> all_expirations = expirations.future_expirations(
...    from_date=datetime(2024, 10, 27)
...)
>>> print(f'Future expirations: {all_expirations}')

Future expirations: {'from_date': datetime.date(2024, 10, 27), 'previous_business_day': datetime.date(2024, 10, 25), 'next_business_day': datetime.date(2024, 10, 28), 'next_friday': datetime.date(2024, 11, 1), 'next_quarter_end': datetime.date(2024, 12, 27), 'next_monthly_expiration': datetime.date(2024, 11, 15), 'next_quarter_third_friday': datetime.date(2024, 12, 20)}

Features

  • Easy access to common scripts

Installation

Install option-util by running:

pip install option-util

Support

Let us know if you have issues.

License

The project is licensed under the BSD license.

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