Use example_greeks.py to calculate Theo, Delta, Theta, Vega, Gamma for single option
Use example_plot.py to visualize your position with Matplotlib
forked from yzoz/python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
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fscheidt/python-option-calculator
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Vanilla option pricing and visualisation using Black-Scholes model in pure Python
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