voly 0.0.158__py3-none-any.whl → 0.0.159__py3-none-any.whl

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Files changed (6) hide show
  1. voly/formulas.py +13 -8
  2. {voly-0.0.158.dist-info → voly-0.0.159.dist-info}/METADATA +1 -1
  3. {voly-0.0.158.dist-info → voly-0.0.159.dist-info}/RECORD +6 -6
  4. {voly-0.0.158.dist-info → voly-0.0.159.dist-info}/WHEEL +0 -0
  5. {voly-0.0.158.dist-info → voly-0.0.159.dist-info}/licenses/LICENSE +0 -0
  6. {voly-0.0.158.dist-info → voly-0.0.159.dist-info}/top_level.txt +0 -0
voly/formulas.py CHANGED
@@ -245,14 +245,19 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
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  return np.inf # Price exceeds strike
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  flag = 'c' if option_type.lower() in ["call", "c"] else 'p'
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- iv_value = implied_volatility(
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- price=option_price,
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- S=s,
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- K=K,
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- t=t,
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- r=r,
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- flag=flag
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- )
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+
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+ try:
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+ iv_value = implied_volatility(
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+ price=option_price,
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+ S=s,
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+ K=K,
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+ t=t,
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+ r=r,
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+ flag=flag
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+ )
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+ except:
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+ iv_value = 5.0 # max iv allowed
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+
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  return iv_value
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{voly-0.0.158.dist-info → voly-0.0.159.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: voly
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- Version: 0.0.158
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+ Version: 0.0.159
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  Summary: Options & volatility research package
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  Author-email: Manu de Cara <manu.de.cara@gmail.com>
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  License: MIT
{voly-0.0.158.dist-info → voly-0.0.159.dist-info}/RECORD RENAMED
@@ -1,7 +1,7 @@
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  voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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  voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
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  voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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- voly/formulas.py,sha256=oXttz6cnn1a_WXBVIl4n38XdGUsd4ZSM4Dg6hM1tUG8,10722
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+ voly/formulas.py,sha256=QEwl3l8R0LJbktm9vflJeMhL8-UBdq8W8NzoPx71Ayg,10818
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  voly/models.py,sha256=o-pHujGfr5Gn8ItckMzLI4Q8yaX9FQaV8UjCxv2zgTY,3364
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  voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
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  voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
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  voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
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  voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
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  voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
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- voly-0.0.158.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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- voly-0.0.158.dist-info/METADATA,sha256=GkUeHlcZ1_2FLecO_vu1FX5_aGC5HqzTwwLQ1BnK_Cc,4115
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- voly-0.0.158.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
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- voly-0.0.158.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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- voly-0.0.158.dist-info/RECORD,,
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+ voly-0.0.159.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+ voly-0.0.159.dist-info/METADATA,sha256=fZdgIs_6QxUT662ba0xHz8Z3_OgVLao65bgRa1eWynY,4115
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+ voly-0.0.159.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
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+ voly-0.0.159.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+ voly-0.0.159.dist-info/RECORD,,
{voly-0.0.158.dist-info → voly-0.0.159.dist-info}/WHEEL RENAMED
File without changes