Volatility Smile Python Packages

oipd

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

py-vol-surface

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

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.