Implied Volatility Python Packages

py-vollib-vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

flashalpha

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

pyvolr

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

vanilla-option-pricers

Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines

hpsilab-quant-finance-mcp

Quant finance MCP server for stock analysis, options analytics, implied volatility, Monte Carlo simulation, AI prediction, and backtesting.

option-chain-analytics

Point-in-time option-chain containers, feed normalisation, reconstruction, and queries for quantitative research

tickerrisk-mcp

Check options trades for hidden catalysts (earnings, FDA, legal, SEC) from inside Claude or ChatGPT

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

apexvol-mcp

MCP server for ApexVol options analytics — options chains, IV rank, VRP, Greeks, GEX, expected moves, and screeners for Claude and any MCP client. Remote connector or pipx install; works with any paid ApexVol plan.

optionspricerlib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

tse-option

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

spetro

Python framework for volatility models with automatic differentiation.

voltorch

Differentiable option pricing and volatility surfaces in PyTorch — Heston, Bates, Merton, Variance Gamma via Fourier-COS; SVI/SABR surfaces; rough Bergomi. Greeks from autograd, calibration by gradient descent.

cryptovol

Official Python SDK for the CryptoVol API — institutional-grade crypto implied volatility data (BTC, ETH, SOL, XRP, AVAX, TRX)

volsplineslib

VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.

py-vol-surface

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

noarb

Find the arbitrage violations in an option chain, and say which quote to check first. Zero dependencies, Python 3.9+.

volatility-trading

Systematic Volatility Research and Backtesting for equity options

bsm-pricer

European option pricing under Black-Scholes-Merton: prices, Greeks, implied volatility, and sensitivity surfaces. Typed, tested, NumPy-only — no SciPy, so it runs in a browser. The published document shows where the model breaks, generating a volatility smile and inverting it.

optionchain-stream

Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.

riskneutral

A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.