option-prices 0.1.0__py3-none-any.whl

option_prices-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: option_prices
+Version: 0.1.0
+Summary: Option pricing using the Black Scholes Model
+Author-email: Shreenivas Dani <shreenivasdani@gmail.com>
+License: MIT
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: scipy
+Dynamic: license-file
+
+# BSM
+
+This package is to be used for option price calculation using the Black Scholes Model
+
+## Description
+
+This package provides a simple and easy-to-use implementation of the Black Scholes Model for calculating European call and put option prices. It is designed for students, traders, and developers who want a lightweight and reliable tool for option pricing without the complexity of larger libraries.
+
+## Getting Started
+
+### Dependencies
+
+Numpy,Scipy
+
+### Installing
+
+pip install bsm
+
+### Executing program
+
+from bsm import bsm
+
+## example when time scale is in year
+price=bsm(S=50,K=50,T=1,r=6,sigma=25,option_type = "call",time_scale="Year")
+print(price)
+## example when time scale is in month
+price = bsm(S=50,K=50,T=6,r=6,sigma=25,option_type = "call",time_scale="Month")
+print(price)
+
+Note:
+When time_scale="Year", enter T in years.
+When time_scale="Month", enter T in months.
+## Authors
+
+Shreenivas Dani
+
+shreenivasdani@gmail.com
+## Version History
+
+* 0.1
+    * Initial Release
+
+## License
+
+This project is licensed under the MIT License - see the LICENSE.md file for details

option_prices-0.1.0.dist-info/RECORD

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+option_pricings/__init__.py,sha256=BxB2eTmLv0SnZmRQvBPxsAMjxGi9IzUybs13ydxrBKA,20
+option_pricings/bsm.py,sha256=XpJwqKC1K8KKNaDZmwiIyNUaCyGsqwQWdew3elvw-2Y,852
+option_prices-0.1.0.dist-info/METADATA,sha256=J78QP_UejtnQLRYNzIwqOSV-uMkq09AXPee8ZzYRC3U,1480
+option_prices-0.1.0.dist-info/WHEEL,sha256=qELbo2s1Yzl39ZmrAibXA2jjPLUYfnVhUNTlyF1rq0Y,92
+option_prices-0.1.0.dist-info/top_level.txt,sha256=l0EOs-Inr3wtGhBYn7jleXhMdO3ieLmttoU5twwomAE,16
+option_prices-0.1.0.dist-info/RECORD,,

option_prices-0.1.0.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: setuptools (80.10.1)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

option_prices-0.1.0.dist-info/licenses/LICENSE

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+MIT License
+
+Copyright (c) 2026 Your Name
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

option_prices-0.1.0.dist-info/top_level.txt

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+option_pricings

option_pricings/__init__.py

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+from .bsm import bsm

option_pricings/bsm.py

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+import numpy as np
+from scipy.stats import norm
+N= norm.cdf
+#call = C = S₀N(d₁) - Ke⁻ʳᵗN(d₂)
+#put=ke^(-rT)*N(-d2)-S*N(-d1)
+#d₁ = [ln(S₀/K) + (r + σ²/2)t] / (σ√t)
+#d₂ = d₁ - σ√t
+
+def bsm(S,K,T,r,sigma,option_type="call",time_scale="Year"):
+    if time_scale == "Month":
+        T = T/12
+    r = r/100
+    sigma = sigma/100
+    denominator = (sigma*np.sqrt(T))
+    numerator = np.log(S/K)+(r+(sigma**2*0.5))*T
+    d1 = numerator/denominator
+    d2 = d1-denominator
+    if option_type == "call":
+        price = (S*N(d1))-((K*np.exp(-1*r*T))*(N(d2)))
+    elif option_type == "put":
+        price = ((K*np.exp(-1*r*T))*(N(-1*d2)))-(S*N(-d1))
+    else:
+        "Plz put the correct option type"
+    return round(price,2)
+
+
+
+if __name__ =="__main__":
+    a=bsm(50,50,1,6,25,option_type = "call")
+