Metadata-Version: 2.3
Name: volg
Version: 0.1.1
Summary: A Python package for calculating option Greeks and implied volatility.
License: MIT
Author: Vinod Bhadala
Author-email: vinodbhadala@gmail.com
Requires-Python: >=3.6
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: scipy
Requires-Dist: setuptools (>=59.6.0)
Project-URL: Homepage, https://github.com/vbhadala/volg
Description-Content-Type: text/markdown


# volg

A Python package for calculating option Greeks and implied volatility.

## Installation

```bash
pip install volg
```

## Features

- Calculate implied volatility (IV) using binary search method
- Compute option Greeks (Delta, Gamma, Vega, Theta, etc.)
- Calculate exposures (Delta exposure, Gamma exposure, etc.)
- Support for both call and put options

## Usage

```python
from volg import greek

# Calculate implied volatility
iv = greek.iv(spot_price, strike_price, interest_rate, days_to_expiry, option_price, flag='C')

# Calculate Greeks
greeks = greek.greeks(spot_price, strike_price, interest_rate, days_to_expiry, option_price, flag='C')

# Process a dataframe with option data
df = greek.compute_greeks(df)
df = greek.compute_exposure(df)
```

## License

MIT License

