Welcome to VolForge - An implied volatility surface blacksmith
Quickstart
-
Checkout repo
-
use
uv syncto create venv -
Add
.env.file with Thetadata API keyTHETADATA_API_KEY="your_api_key_here"
-
run
example_scripts/fetch_data_and_plot_surface.py
Features:
- Downloads option price data from Thetadata. (has all OPRA-listed options EOD prices for free)
- Cleans the quotes
- Computes Implied Forward curve
- Constructs implied vol surface for bid/ask/mid - using both Put and Call quotes
- Visualizes the data
Examples
May be used freely for non-commerical / research projects
1 maintainer
Metadata
1 maintainer
Release files for volForge 0.1.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| volforge-0.1.0.tar.gz | 14.3 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| volforge-0.1.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 36.9 kB
Release files / volforge-0.1.0.tar.gz
| Download URL | volforge-0.1.0.tar.gz |
|---|---|
| Size | 14.3 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
0c91e6eb3df805e6f8a73ce545754595942c83681deb5d62d320c3771afa8c78
|
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BLAKE2b-256 checksum How to use checksums |
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|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/7.0.0 CPython/3.14.6
|
Release files / volforge-0.1.0-py3-none-any.whl
| Download URL | volforge-0.1.0-py3-none-any.whl |
|---|---|
| Size | 22.6 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
4a1883199e9e4792245d2ebc3bcd03fbfe4d41a3569957362790f3ca58ce27e8
|
|
BLAKE2b-256 checksum How to use checksums |
c85a0e1aeac72c189347bc4af35f2e7fe727036f8e5b97ae6abaa280512af141
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/7.0.0 CPython/3.14.6
|
