# Introduction
The optionpy package makes pricing of option contracts and calculating the Greeks fast.
# Key Features
- Calculate the quantities, like:
Fair Value : Fair value calculated with the BSM model and the volatility of the underlying (sigma)
ITM : A bool that indicates if the option in In The Money.
IV : Implied volatility
Delta, Vega, Theta, Rho, Epsilon, Gamma : The greeks.
Nd1, Nd2 : The probability of the event that the underlying price is over the strike price ($S_t≥K$) in the risk-neutral world.
All function are vectorized.
An advanced search and selection routine.
1 maintainer
Metadata
1 maintainer
Release files for optionpy 0.0.2
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Total release size: 34.9 kB
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