rgaveiga/optionlab

optionlab-black-scholes

Calculate theoretical call and put prices and Greeks (delta, gamma, theta, vega, rho), probability of touch, and implied volatility with OptionLab's Black-Scholes API. Use for standalone option valuation, strike comparisons, and Black-Scholes calculator code.

لغة النص الأصلي: الإنجليزية

optionlab-strategy

Build and validate OptionLab run_strategy inputs as Python dictionaries or Inputs objects, interpret Outputs, and plot strategy profit/loss with plot_pl. Use for coding OptionLab options and stock strategies, including prior positions, different expirations,…

لغة النص الأصلي: الإنجليزية