dbrojas/optlib
A library for financial options pricing written in Python. observed · 2026-08-28
Health v2 · maintenance only
32/100
- Activity 0
- Release rhythm 35
- Longevity 100
Flags: no_releases
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-03. Adoption (stars, forks) is never an input.
- gap_med: n/a
- age_days: 2208
- days_rel: n/a
- days_push: 1384
- n_releases_24m: 0
Adoption not part of the score
1629 stars · 235 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
A Python library for pricing financial options using closed-form solutions like Generalized Black-Scholes, Asian options, spread options (Kirk's approximation), and the Bjerksund-Stensland American option approximation. It also includes implied volatility calculations and an API client for fetching option chains and historical data from TDAmeritrade.
Use cases
- price european options with black-scholes in python
- calculate implied volatility from option prices
- value american options with bjerksund-stensland approximation
- compute option greeks and sensitivity analysis
- fetch option chains from tdameritrade api
- price asian and spread options
When to choose
- you need closed-form option pricing formulas in pure Python
- you want implied volatility or greeks calculations without heavy dependencies
- you use TDAmeritrade's API to pull option chains and historical data
When to avoid
- you need Monte Carlo or numerical PDE pricing methods
- you require actively maintained software with recent releases
- you need production-grade American option greeks (currently approximated via GBS)
Facets
library · maturity maintenance
sdk math data-science fintech mathematics apis python cross-platform options-pricing black-scholes implied-volatility greek-letters financial-derivatives tdameritrade option-chains quantitative-finance
1 source
- readme: https://github.com/dbrojas/optlib · fetched 2026-08-28 · e824c354d9e7
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| dbrojas/optlib | main | 32 |
For agents
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem