Black Scholes Merton Python Packages

pyvolr

Modern Black-Scholes-Merton pricing, Greeks, and implied volatility for Python. Rust core. Drop-in replacement for the abandoned py_vollib.

optionspricerlib

A library for pricing options using different models

tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

vanilla-option-pricers

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

options-calculator

An intuitive and versatile options library.