voly 0.0.162__py3-none-any.whl → 0.0.164__py3-none-any.whl

voly/formulas.py

@@ -2,6 +2,7 @@
 Option pricing formulas and general calculations.
 """
 
+import pandas as pd
 import numpy as np
 from scipy.stats import norm
 from py_vollib.black_scholes.implied_volatility import implied_volatility
@@ -60,8 +61,6 @@ def vectorize_inputs(func):
 @vectorize_inputs
 def d1(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
     # option_type is ignored in this function but included for compatibility
-    if o <= 0 or t <= 0:
-        return np.nan
     return (np.log(s / K) + (r + o ** 2 / 2) * t) / (o * np.sqrt(t))
 
 
@@ -69,8 +68,6 @@ def d1(s: float, K: float, r: float, o: float, t: float, option_type: str = 'cal
 @vectorize_inputs
 def d2(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
     # option_type is ignored in this function but included for compatibility
-    if o <= 0 or t <= 0:
-        return np.nan
     return d1(s, K, r, o, t, option_type) - o * np.sqrt(t)
 
 
@@ -114,9 +111,6 @@ def delta(s: float, K: float, r: float, o: float, t: float, option_type: str = '
 @catch_exception
 @vectorize_inputs
 def gamma(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d1_val = d1(s, K, r, o, t, option_type)
     return norm.pdf(d1_val) / (s * o * np.sqrt(t))
 
@@ -124,9 +118,6 @@ def gamma(s: float, K: float, r: float, o: float, t: float, option_type: str = '
 @catch_exception
 @vectorize_inputs
 def vega(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d1_val = d1(s, K, r, o, t, option_type)
     return s * norm.pdf(d1_val) * np.sqrt(t) / 100  # Divided by 100 for 1% change
 
@@ -134,9 +125,6 @@ def vega(s: float, K: float, r: float, o: float, t: float, option_type: str = 'c
 @catch_exception
 @vectorize_inputs
 def theta(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d1_val = d1(s, K, r, o, t, option_type)
     d2_val = d2(s, K, r, o, t, option_type)
 
@@ -156,9 +144,6 @@ def theta(s: float, K: float, r: float, o: float, t: float, option_type: str = '
 @catch_exception
 @vectorize_inputs
 def rho(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d2_val = d2(s, K, r, o, t, option_type)
 
     if option_type.lower() in ["call", "c"]:
@@ -170,9 +155,6 @@ def rho(s: float, K: float, r: float, o: float, t: float, option_type: str = 'ca
 @catch_exception
 @vectorize_inputs
 def vanna(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d1_val = d1(s, K, r, o, t, option_type)
     d2_val = d2(s, K, r, o, t, option_type)
 
@@ -182,9 +164,6 @@ def vanna(s: float, K: float, r: float, o: float, t: float, option_type: str = '
 @catch_exception
 @vectorize_inputs
 def volga(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d1_val = d1(s, K, r, o, t, option_type)
     d2_val = d2(s, K, r, o, t, option_type)
 
@@ -194,9 +173,6 @@ def volga(s: float, K: float, r: float, o: float, t: float, option_type: str = '
 @catch_exception
 @vectorize_inputs
 def charm(s: float, K: float, r: float, o: float, t: float, option_type: str = 'call') -> float:
-    if o <= 0 or t <= 0:
-        return 0.0
-
     d1_val = d1(s, K, r, o, t, option_type)
     d2_val = d2(s, K, r, o, t, option_type)
 
@@ -248,9 +224,6 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
     Returns:
     - Implied volatility
     """
-    if t <= 0:
-        return np.nan
-
     # Check if option price is within theoretical bounds
     if option_type.lower() in ["call", "c"]:
         intrinsic = max(0, s - K * np.exp(-r * t))

{voly-0.0.162.dist-info → voly-0.0.164.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.162
+Version: 0.0.164
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.162.dist-info → voly-0.0.164.dist-info}/RECORD

@@ -1,7 +1,7 @@
 voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
 voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
 voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
-voly/formulas.py,sha256=2A_QzGxor411Qq5HqzS_YwvkViXauGhelooRGwcdCPE,11635
+voly/formulas.py,sha256=cjNeYRG3_APYOTsOXSxYZj4ONlRpoS5cmMnfAkF0av0,11208
 voly/models.py,sha256=o-pHujGfr5Gn8ItckMzLI4Q8yaX9FQaV8UjCxv2zgTY,3364
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
 voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.162.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.162.dist-info/METADATA,sha256=h25kYFEQA8dVWGnDHNdpm7KLhBIuzF7I2txHAMTSsCY,4115
-voly-0.0.162.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
-voly-0.0.162.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.162.dist-info/RECORD,,
+voly-0.0.164.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.164.dist-info/METADATA,sha256=nId1eDVu1a3ROTy8dy8w6hdIk5sN7EYQL6FTeB5TcxE,4115
+voly-0.0.164.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
+voly-0.0.164.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.164.dist-info/RECORD,,