PyRank

Options Pricing Python Packages

Python packages with the GitHub topic options-pricing. Sorted by relevance, with stars and monthly downloads.
AXIOMXLLC
thetadata

Python client library for ThetaData market data APIs

49K 68 20
yipjunkai
pyvolr

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

8K 3 0
QWED-AI
qwed-finance

Deterministic verification middleware for banking and financial AI. NPV, IRR, loan amortization, and interest calculations with QWED precision.

1K 4 2
Open-Lemma
oipd

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

1K 352 50
Mcamin
cftc-cot

Python library for downloading, storing, and unpacking official CFTC Commitments of Traders (COT) report archives.

539 3 0
hedge0
optionspricerlib

A library for pricing options using different models

469 0 0
pratik141
nsedt

Library to collect NSE data in pandas dataframe

462 39 19
SebastienEveno
exotx

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

439 15 0
erkandem
calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

422 16 5
cutemarkets
cutebacktests

Backtesting runtime for historical and intraday options strategies with DuckDB, market-data adapters, and opening-range profiles.

337 93 2
QuantOracledev
langchain-quantoracle

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

316 6 1
LucaCamerani
ecofin

EcoFin is a quantitative economic library

209 14 2