voly 0.0.209__tar.gz → 0.0.211__tar.gz

{voly-0.0.209/src/voly.egg-info → voly-0.0.211}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.209
+Version: 0.0.211
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.209 → voly-0.0.211}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.209"
+version = "0.0.211"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.209"
+python_version = "0.0.211"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.209 → voly-0.0.211}/src/voly/core/charts.py

@@ -63,8 +63,8 @@ def plot_volatility_smile(x_array: np.ndarray,
     # Add market data if provided
     if option_chain is not None and maturity is not None:
         maturity_data = option_chain[option_chain['maturity_name'] == maturity]
-        #if return_domain == 'delta':
-        maturity_data = maturity_data[maturity_data['option_type'] == 'C']
+        if return_domain == 'delta':
+            maturity_data = maturity_data[maturity_data['option_type'] == 'C']
 
         if not maturity_data.empty:
             # Add bid and ask IVs if available

{voly-0.0.209 → voly-0.0.211}/src/voly/formulas.py

@@ -305,7 +305,7 @@ def get_domain(domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
     elif return_domain == 'strikes':
         if s is None:
             raise ValueError("Spot price 's' is required for return_domain='strikes'.")
-        return s / np.exp(LM)
+        return np.exp(LM) * s
 
     elif return_domain == 'delta':
         # Check for required parameters
@@ -320,7 +320,7 @@ def get_domain(domain_params: Tuple[float, float, int] = (-1.5, 1.5, 1000),
                 f"Length 'o'={len(o)}, length 'LM'={len(LM)}")
 
         # Compute strikes
-        K = s / np.exp(LM)
+        K = np.exp(LM) * s
 
         # Compute deltas
         D = delta(s, K, r, o, t, 'call')

{voly-0.0.209 → voly-0.0.211/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.209
+Version: 0.0.211
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT