voly 0.0.163__py3-none-any.whl → 0.0.165__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- voly/formulas.py +4 -1
- {voly-0.0.163.dist-info → voly-0.0.165.dist-info}/METADATA +1 -1
- {voly-0.0.163.dist-info → voly-0.0.165.dist-info}/RECORD +6 -6
- {voly-0.0.163.dist-info → voly-0.0.165.dist-info}/WHEEL +0 -0
- {voly-0.0.163.dist-info → voly-0.0.165.dist-info}/licenses/LICENSE +0 -0
- {voly-0.0.163.dist-info → voly-0.0.165.dist-info}/top_level.txt +0 -0
voly/formulas.py
CHANGED
|
@@ -2,6 +2,7 @@
|
|
|
2
2
|
Option pricing formulas and general calculations.
|
|
3
3
|
"""
|
|
4
4
|
|
|
5
|
+
import pandas as pd
|
|
5
6
|
import numpy as np
|
|
6
7
|
from scipy.stats import norm
|
|
7
8
|
from py_vollib.black_scholes.implied_volatility import implied_volatility
|
|
@@ -223,6 +224,8 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
|
|
|
223
224
|
Returns:
|
|
224
225
|
- Implied volatility
|
|
225
226
|
"""
|
|
227
|
+
|
|
228
|
+
'''
|
|
226
229
|
# Check if option price is within theoretical bounds
|
|
227
230
|
if option_type.lower() in ["call", "c"]:
|
|
228
231
|
intrinsic = max(0, s - K * np.exp(-r * t))
|
|
@@ -236,7 +239,7 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
|
|
|
236
239
|
return np.nan # Price below intrinsic value
|
|
237
240
|
if option_price >= K:
|
|
238
241
|
return np.inf # Price exceeds strike
|
|
239
|
-
|
|
242
|
+
'''
|
|
240
243
|
flag = 'c' if option_type.lower() in ["call", "c"] else 'p'
|
|
241
244
|
|
|
242
245
|
iv_value = implied_volatility(
|
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
|
|
2
2
|
voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
|
|
3
3
|
voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
|
|
4
|
-
voly/formulas.py,sha256=
|
|
4
|
+
voly/formulas.py,sha256=rpIyMwz8WvK22dtnzOSw2J9omjrVj1yJjG44_3JZZE8,11224
|
|
5
5
|
voly/models.py,sha256=o-pHujGfr5Gn8ItckMzLI4Q8yaX9FQaV8UjCxv2zgTY,3364
|
|
6
6
|
voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
|
|
7
7
|
voly/core/charts.py,sha256=E21OZB5lTY4YL2flgaFJ6s5g3_ExtAQT2zryZZxLPyM,12735
|
|
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
|
|
|
13
13
|
voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
|
|
14
14
|
voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
|
|
15
15
|
voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
|
|
16
|
-
voly-0.0.
|
|
17
|
-
voly-0.0.
|
|
18
|
-
voly-0.0.
|
|
19
|
-
voly-0.0.
|
|
20
|
-
voly-0.0.
|
|
16
|
+
voly-0.0.165.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
|
|
17
|
+
voly-0.0.165.dist-info/METADATA,sha256=wIA3r_Rk8BbWUUSTiFsuc12wY1WfOWYLXiP-qJCkri8,4115
|
|
18
|
+
voly-0.0.165.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
|
|
19
|
+
voly-0.0.165.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
|
|
20
|
+
voly-0.0.165.dist-info/RECORD,,
|
|
File without changes
|
|
File without changes
|
|
File without changes
|