option-prices 0.1.1__tar.gz

option_prices-0.1.1/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-0.1.1/PKG-INFO

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+Metadata-Version: 2.4
+Name: option-prices
+Version: 0.1.1
+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
+
+# Option-prices
+
+This package is to be used for option price calculation using the Black Scholes Model and binomial model
+
+## Description
+
+This package provides a simple and easy-to-use implementation of the Black Scholes Model and binomial 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 option-prices
+
+### Executing program
+
+import option_pricings
+from option_pricings import bsm
+from option_pricings import binomial
+
+## 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)
+
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8)
+print(price)
+
+# using sigma parameter instead of u and d
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,sigma = 25)
+print(price)
+
+# put option
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8,option_type="put")
+print(price)
+
+# changing time scale to month
+price = binomial(S=30,K=40,r=6,T=24,time_step = 12,u=1.2,d=0.8,time_scale = "month")
+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.
+same thing applies for binomial
+## 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-0.1.1/README.md

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+# Option-prices
+
+This package is to be used for option price calculation using the Black Scholes Model and binomial model
+
+## Description
+
+This package provides a simple and easy-to-use implementation of the Black Scholes Model and binomial 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 option-prices
+
+### Executing program
+
+import option_pricings
+from option_pricings import bsm
+from option_pricings import binomial
+
+## 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)
+
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8)
+print(price)
+
+# using sigma parameter instead of u and d
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,sigma = 25)
+print(price)
+
+# put option
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8,option_type="put")
+print(price)
+
+# changing time scale to month
+price = binomial(S=30,K=40,r=6,T=24,time_step = 12,u=1.2,d=0.8,time_scale = "month")
+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.
+same thing applies for binomial
+## 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-0.1.1/option_prices/__init__.py

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+from .bsm import bsm
+from .binomial import binomial

option_prices-0.1.1/option_prices/binomial.py

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+import numpy as np
+import scipy as sc
+
+
+def __moves__(sigma,time_step):
+    u=np.exp(sigma*np.sqrt(time_step))
+    d=np.exp(np.negative(sigma)*np.sqrt(time_step))
+    return [u,d]
+
+
+
+
+def binomial(S:int,K:int,r:int,T:int,time_step:int,u:int=None,d:int=None,sigma:int=None,time_scale:str="year",option_type:str="call"):
+    r = r/100
+    if time_scale=="month":
+        T_years=T/12
+        time_step=time_step/12
+    elif time_scale == "day":
+        T_years = T / 365
+        time_step = time_step / 365
+    if u!=None and d!=None:
+        pass
+    elif sigma!=None:
+        move=__moves__(sigma,time_step)
+        u=move[0]
+        d=move[1]
+    n_steps = int(T/time_step)
+        
+
+    #price tree    
+    prob = (np.exp(r*time_step)-d)/(u-d)
+    nodes = np.zeros([n_steps+1,n_steps+1])
+    nodes[0][0]=S
+    for i in range(1,n_steps+1):
+        nodes[i][0]=nodes[i-1][0]*u
+        nodes[i, 1:i+1] = nodes[i-1, 0:i] * d
+
+
+   
+    #terminal node calculation
+    for i in range(n_steps+1):
+        if option_type=="call":    
+            nodes[-1,i]=max(nodes[-1,i]-K,0)
+        elif option_type=="put":        
+            nodes[-1,i]=max(K-nodes[-1,i],0)
+
+    
+
+    #reverse calculation
+    copy=np.copy(nodes)
+    for i in reversed(range(1,n_steps+1)): 
+        for j in range(i):
+                    nodes[i-1][j]=np.exp(-r * time_step) * (prob * nodes[i, j] + (1 - prob) * nodes[i, j+1])
+
+
+    return round(nodes[0,0],2)
+
+
+
+
+
+
+
+

option_prices-0.1.1/option_prices/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
+    elif time_scale != "month" or time_scale != "year":
+        "plz enter month or year as you time scale"
+    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")
+    

option_prices-0.1.1/option_prices.egg-info/PKG-INFO

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+Metadata-Version: 2.4
+Name: option-prices
+Version: 0.1.1
+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
+
+# Option-prices
+
+This package is to be used for option price calculation using the Black Scholes Model and binomial model
+
+## Description
+
+This package provides a simple and easy-to-use implementation of the Black Scholes Model and binomial 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 option-prices
+
+### Executing program
+
+import option_pricings
+from option_pricings import bsm
+from option_pricings import binomial
+
+## 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)
+
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8)
+print(price)
+
+# using sigma parameter instead of u and d
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,sigma = 25)
+print(price)
+
+# put option
+price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8,option_type="put")
+print(price)
+
+# changing time scale to month
+price = binomial(S=30,K=40,r=6,T=24,time_step = 12,u=1.2,d=0.8,time_scale = "month")
+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.
+same thing applies for binomial
+## 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-0.1.1/option_prices.egg-info/SOURCES.txt

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+LICENSE
+README.md
+pyproject.toml
+option_prices/__init__.py
+option_prices/binomial.py
+option_prices/bsm.py
+option_prices.egg-info/PKG-INFO
+option_prices.egg-info/SOURCES.txt
+option_prices.egg-info/dependency_links.txt
+option_prices.egg-info/requires.txt
+option_prices.egg-info/top_level.txt

option_prices-0.1.1/option_prices.egg-info/dependency_links.txt

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+

option_prices-0.1.1/option_prices.egg-info/requires.txt

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+numpy
+scipy

option_prices-0.1.1/option_prices.egg-info/top_level.txt

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+dist
+option_prices

option_prices-0.1.1/pyproject.toml

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+[build-system]
+requires = ["setuptools>=61.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "option-prices"
+version = "0.1.1"
+description = "Option pricing using the Black Scholes Model"
+readme = "README.md"
+license = { text = "MIT" }
+authors = [
+  { name = "Shreenivas Dani", email = "shreenivasdani@gmail.com" }
+]
+requires-python = ">=3.8"
+dependencies = [
+  "numpy",
+  "scipy"
+]
+
+[tool.setuptools.packages.find]
+where = ["."]

option_prices-0.1.1/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+