{"library":"vollib","type":"library","category":null,"description":"Python library for calculating option prices, implied volatility, and greeks. Supports Black-Scholes, Black, and Garman-Kohlhagen models. Current version 1.0.11, monthly releases.","language":"python","status":"active","version":"1.0.11","tags":["options","derivatives","finance","volatility","greeks"],"last_verified":"Sun Jun 07","install":[{"cmd":"pip install vollib","imports":["from py_vollib.black_scholes import black_scholes","from py_vollib.black_scholes import implied_volatility"]}],"homepage":"http://vollib.org","github":"https://github.com/vollib/py_vollib","docs":null,"changelog":null,"pypi":null,"npm":null,"openapi_spec":null,"status_page":null,"smithery":null,"compatibility":null}