BranchesTags

Repository files navigation

floe-py

PyPILicensePython

Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.

The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.

Quick Start / Documentation / Examples

fullstackcraft.github.io/floe-py

Dual License

This project is dual-licensed:

  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications

Read full licensing details | Get Commercial License

Features

  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required

Installation

pip install floe-py

Quick Start

fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")

License

Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.

Commercial License Required - Businesses and commercial applications must obtain a commercial license.

See LICENSE.md for full details.

Need a Commercial License? Contact us at hi@fullstackcraft.com

Also Available In

Contributing

Contributions are welcome! Please open an issue or PR.

By contributing, you agree that your contributions will be licensed under the same dual-license terms.

Credits

Copyright 2025 Built by Full Stack Craft LLC

About

Python implementation of floe: options pricing, full Greeks, and IV surface modeling.

Resources

Readme
Activity
Custom properties

Stars

7 stars

Watchers

0 watching

Forks

3 forks
Report repository

Releases

Packages

Contributors

Languages

, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Add copy buttons to all 
 blocks\n(function() {\n function addCopyButtons() {\n document.querySelectorAll('pre code').forEach(function(codeBlock) {\n if (codeBlock.parentElement.hasAttribute('data-copy-added')) return;\n codeBlock.parentElement.setAttribute('data-copy-added', 'true');\n \n var btn = document.createElement('button');\n btn.textContent = 'Copy';\n btn.style.cssText = 'position:absolute;top:4px;right:4px;padding:2px 8px;font-size:11px;background:#4ecdc4;border:none;border-radius:4px;color:#1a1a2e;cursor:pointer;opacity:0.7;transition:opacity 0.2s;';\n btn.onmouseover = function() { this.style.opacity = '1'; };\n btn.onmouseout = function() { this.style.opacity = '0.7'; };\n btn.onclick = function() {\n navigator.clipboard.writeText(codeBlock.textContent).then(function() {\n btn.textContent = 'Copied!';\n setTimeout(function() { btn.textContent = 'Copy'; }, 1500);\n });\n };\n codeBlock.parentElement.style.position = 'relative';\n codeBlock.parentElement.appendChild(btn);\n });\n }\n \n addCopyButtons();\n \n // Re-run on dynamic content\n var observer = new MutationObserver(addCopyButtons);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Add Copy Buttons to Code Blocks");
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix");
}
} catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms");
}
} catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links");
}
} catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); }
})();
(function(){
try {
var __m = "youtube.com";
var __re = new RegExp('^' + "youtube\\.com" + '

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default");
}
} catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers");
}
} catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode");
}
} catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); }
})();
})();

Skip to content
BranchesTags
Repository files navigation
floe-py
PyPILicensePython
Zero-dependency Python library for options flow analytics: Black-Scholes, Greeks, IV surfaces, dealer exposures, implied PDFs, hedge flow, and more, with a clean, fully-typed API. Broker agnostic. Built for use in trading platforms, analytics pipelines, and fintech applications.
The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.
Quick Start / Documentation / Examples
fullstackcraft.github.io/floe-py
Dual License
This project is dual-licensed:
  • MIT License - Free for individuals, personal projects, and non-commercial use
  • Commercial License - Required for businesses and commercial applications
Read full licensing details | Get Commercial License
Features
  • Black-Scholes Pricing - Fast, accurate options pricing
  • Greeks Calculations - Delta, gamma, theta, vega, rho, charm, vanna, volga, speed, zomma, color, ultima
  • Dealer Exposure Metrics - GEX, VEX, and CEX exposures in three modes
  • Implied Volatility & Surfaces - Calculate IV from market prices and build volatility surfaces
  • Implied PDF - Risk-neutral probability density functions with exposure adjustment
  • Hedge Flow Analysis - Impulse curves, charm integrals, pressure clouds, regime classification
  • Model-Free IV - CBOE variance swap methodology
  • Realized Volatility - Quadratic variation from tick data
  • Vol Response Model - IV regression with z-score signal classification
  • Broker-Agnostic - Normalize data from any broker
  • Fully Typed - Complete type annotations with dataclasses
  • Zero Dependencies - Pure Python, no external packages required
Installation
pip install floe-py
Quick Start
fromfloeimportcalculate_greeks, BlackScholesParamsgreeks=calculate_greeks(BlackScholesParams(
spot=100.0,
strike=105.0,
time_to_expiry=0.25,
volatility=0.20,
risk_free_rate=0.05,
option_type="call",
))
print(f"Price: {greeks.price}")
print(f"Delta: {greeks.delta}")
print(f"Gamma: {greeks.gamma}")
print(f"Theta: {greeks.theta}")
print(f"Vega: {greeks.vega}")
License
Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.
Commercial License Required - Businesses and commercial applications must obtain a commercial license.
See LICENSE.md for full details.
Need a Commercial License? Contact us at hi@fullstackcraft.com
Also Available In
Contributing
Contributions are welcome! Please open an issue or PR.
By contributing, you agree that your contributions will be licensed under the same dual-license terms.
Credits
Copyright 2025 Built by Full Stack Craft LLC
About
Python implementation of floe: options pricing, full Greeks, and IV surface modeling.
Resources
Readme
Activity
Custom properties
Stars
7 stars
Watchers
0 watching
Forks
3 forks
Report repository
Releases
Packages
Contributors
Languages