voly 0.0.164__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 +3 -1
- {voly-0.0.164.dist-info → voly-0.0.165.dist-info}/METADATA +1 -1
- {voly-0.0.164.dist-info → voly-0.0.165.dist-info}/RECORD +6 -6
- {voly-0.0.164.dist-info → voly-0.0.165.dist-info}/WHEEL +0 -0
- {voly-0.0.164.dist-info → voly-0.0.165.dist-info}/licenses/LICENSE +0 -0
- {voly-0.0.164.dist-info → voly-0.0.165.dist-info}/top_level.txt +0 -0
voly/formulas.py
CHANGED
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@@ -224,6 +224,8 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
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Returns:
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- Implied volatility
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"""
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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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@@ -237,7 +239,7 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
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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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+
'''
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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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@@ -1,7 +1,7 @@
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1
1
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voly/__init__.py,sha256=8xyDk7rFCn_MOD5hxuv5cxxKZvBVRiSIM7TgaMPpwpw,211
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2
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voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
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3
3
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voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
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4
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-
voly/formulas.py,sha256=
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4
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+
voly/formulas.py,sha256=rpIyMwz8WvK22dtnzOSw2J9omjrVj1yJjG44_3JZZE8,11224
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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
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@@ -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.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.
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voly-0.0.165.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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17
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+
voly-0.0.165.dist-info/METADATA,sha256=wIA3r_Rk8BbWUUSTiFsuc12wY1WfOWYLXiP-qJCkri8,4115
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voly-0.0.165.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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voly-0.0.165.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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voly-0.0.165.dist-info/RECORD,,
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File without changes
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File without changes
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File without changes
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