voly 0.0.165__py3-none-any.whl → 0.0.166__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 +1 -2
- {voly-0.0.165.dist-info → voly-0.0.166.dist-info}/METADATA +1 -1
- {voly-0.0.165.dist-info → voly-0.0.166.dist-info}/RECORD +6 -6
- {voly-0.0.165.dist-info → voly-0.0.166.dist-info}/WHEEL +0 -0
- {voly-0.0.165.dist-info → voly-0.0.166.dist-info}/licenses/LICENSE +0 -0
- {voly-0.0.165.dist-info → voly-0.0.166.dist-info}/top_level.txt +0 -0
voly/formulas.py
CHANGED
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@@ -225,7 +225,6 @@ def iv(option_price: float, s: float, K: float, r: float, t: float,
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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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@@ -239,7 +238,7 @@ 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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voly/client.py,sha256=-yE1_cBvjkK-BO_kKCYtn4WPbNOhAzT0hsfykU5LvQQ,14761
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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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+
voly/formulas.py,sha256=eDPw32xa3dwCIrE-zeZzznfGaplGFoVcA167uQngZ70,11209
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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-0.0.166.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
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+
voly-0.0.166.dist-info/METADATA,sha256=ScXeB49Z10bjBwlid0Yt6Cu3_FjMgwGBIpioqjn-1EU,4115
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voly-0.0.166.dist-info/WHEEL,sha256=lTU6B6eIfYoiQJTZNc-fyaR6BpL6ehTzU3xGYxn2n8k,91
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+
voly-0.0.166.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
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+
voly-0.0.166.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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