Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
bsm.py		bsm.py
example_greeks.py		example_greeks.py
example_plot.py		example_plot.py
plot.py		plot.py
pricing.py		pricing.py
searching.py		searching.py

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Vanilla options calculator

Black-Scholes model in pure Python

Without SciPy, NumPy or other external dependencies

Use example_greeks.py to calculate Theo, Delta, Theta, Vega, Gamma for single option

Use example_plot.py to visualize your position with Matplotlib

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Vanilla option pricing and visualisation using Black-Scholes model in pure Python

black-scholes derivatives derivatives-pricing econometrics european-options financial greeks implied-volatility market market-data option-pricing options options-strategies options-trading quantitative-analysis stock-options trading trading-strategies

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