Skip to main content

Collection of classical option pricing formulas.

Project description

Python library putcall

CodeShip Travis ci Read the Docs CodeFactor Grade Code Climate maintainability Codecov lgtm grade total lgtm alerts GitHub GitHub release PyPI Version PyPI - Python Version PyPI Downloads

Collection of classical option pricing formulas.

Example Usage

>>> from putcall import black_scholes

>>> spot_value = 100
>>> strike_value = 105
>>> vol_value = 0.2
>>> time_value = 2.0
>>> is_call_bool = True
>>> rate = 0.05

>>> black_scholes(spot_value, strike_value, vol_value, time_value, is_call_bool, rate)


The latest stable version can always be installed or updated via pip:

$ pip install putcall

If the above fails, please try easy_install instead:

$ easy_install putcall

Development Version

The latest development version can be installed directly from GitHub:

$ pip install --upgrade git+


Issues and Pull Requests are always welcome.


Code and documentation are available according to the Apache Software License (see LICENSE).

Download files

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

Files for putcall, version 0.2
Filename, size File type Python version Upload date Hashes
Filename, size putcall-0.2-py3-none-any.whl (23.8 kB) File type Wheel Python version py3 Upload date Hashes View
Filename, size putcall-0.2.tar.gz (17.8 kB) File type Source Python version None Upload date Hashes View

Supported by

Pingdom Pingdom Monitoring Google Google Object Storage and Download Analytics Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN DigiCert DigiCert EV certificate StatusPage StatusPage Status page