Metadata-Version: 2.4
Name: greeks-package
Version: 0.1.0
Summary: Compute first-, second-, and third-order option Greeks.
Requires-Python: >=3.9
Description-Content-Type: text/markdown
Requires-Dist: numpy>=1.23
Requires-Dist: pandas>=1.5
Requires-Dist: yfinance>=0.2
Requires-Dist: py_vollib>=1.0
Requires-Dist: scipy>=1.10

# greeks-package

Utilities to download option-chain data from Yahoo Finance and compute first-, second-, and third-order Greeks (Delta, Gamma, Vanna, Volga, Ultima, etc.) using the Black-Scholes framework.

```python
import greeks_package as gp

# pull a filtered option chain
chain = gp.download_options("AAPL", opt_type="c")

# compute all greeks for each row
full = chain.join(chain.apply(gp.greeks, axis=1, ticker="AAPL"))
print(full.head())
```

Built with NumPy, Pandas, SciPy, yfinance, and py_vollib. 
