voly 0.0.163__tar.gz → 0.0.165__tar.gz
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-0.0.163/src/voly.egg-info → voly-0.0.165}/PKG-INFO +1 -1
- {voly-0.0.163 → voly-0.0.165}/pyproject.toml +2 -2
- {voly-0.0.163 → voly-0.0.165}/src/voly/formulas.py +4 -1
- {voly-0.0.163 → voly-0.0.165/src/voly.egg-info}/PKG-INFO +1 -1
- {voly-0.0.163 → voly-0.0.165}/LICENSE +0 -0
- {voly-0.0.163 → voly-0.0.165}/README.md +0 -0
- {voly-0.0.163 → voly-0.0.165}/setup.cfg +0 -0
- {voly-0.0.163 → voly-0.0.165}/setup.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/__init__.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/client.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/__init__.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/charts.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/data.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/fit.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/hd.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/interpolate.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/core/rnd.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/exceptions.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/models.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/utils/__init__.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/utils/density.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly/utils/logger.py +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly.egg-info/SOURCES.txt +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly.egg-info/dependency_links.txt +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly.egg-info/requires.txt +0 -0
- {voly-0.0.163 → voly-0.0.165}/src/voly.egg-info/top_level.txt +0 -0
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@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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[project]
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name = "voly"
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version = "0.0.
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version = "0.0.165"
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description = "Options & volatility research package"
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readme = "README.md"
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authors = [
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multi_line_output = 3
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[tool.mypy]
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python_version = "0.0.
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python_version = "0.0.165"
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warn_return_any = true
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warn_unused_configs = true
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disallow_untyped_defs = true
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Option pricing formulas and general calculations.
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"""
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import pandas as pd
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import numpy as np
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from scipy.stats import norm
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from py_vollib.black_scholes.implied_volatility import implied_volatility
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Returns:
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- Implied volatility
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"""
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'''
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# Check if option price is within theoretical bounds
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if option_type.lower() in ["call", "c"]:
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intrinsic = max(0, s - K * np.exp(-r * t))
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return np.nan # Price below intrinsic value
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if option_price >= K:
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return np.inf # Price exceeds strike
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'''
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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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