implied-volatility topic
py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
rough_bergomi
A Python implementation of the rough Bergomi model.
optionchainstream
Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.
options_lab
Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility, Stock Options, Annualized Rate of Return
VolSurface
3D Volatility surface visualization in the browser
NMOF
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repos...
Option-Pricing-under-Uncertainty
By means of stochastic volatility models