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OptionLab

OptionLab

This package is a lightweight library designed to provide quick evaluation of options trading strategies. It produces various outputs:

  • the profit/loss profile of the strategy on a user-defined target date

  • the range of stock prices for which the strategy is profitable (i.e., generating a return of at least $0.01)

  • the Greeks (delta, theta, rho, vega and gamma) associated with each leg of the strategy

  • the resulting debit or credit on the trading account

  • the maximum and minimum returns within a specified lower and higher price range of the underlying asset

  • The expected profit when the strategy is profitable and the expected loss if it proves unprofitable

  • the strategy's probability of profit.

Contact

If you have any questions, corrections, comments or suggestions, just drop a message.

You can also reach me on Linkedin or follow me on X.

Installation

The easiest way to install OptionLab is using pip:

pip install optionlab

Documentation

You can access the API documentation for OptionLab on the project's GitHub Pages site.

Contributions

Contributions are welcome.

This repository uses poetry as a package manager and git hooks with pre-commit to customize actions on the repository.

Source code must be formatted using black.

Disclaimer

This is free software and is provided as is. The author makes no guarantee that its results are accurate and is not responsible for any losses caused by the use of the code.

Bugs can be reported as issues.

Metadata

Release files for optionlab 1.9.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for optionlab 1.9.0
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optionlab-1.9.0.tar.gz 35.8 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for optionlab 1.9.0
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optionlab-1.9.0-py3-none-any.whl Python 3 none any Details

Total release size: 74.5 kB

Release files / optionlab-1.9.0.tar.gz

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Size 35.8 kB
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Release files / optionlab-1.9.0-py3-none-any.whl

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1.9.1

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