Ross ROSS = Recommend OSS · open-source software intelligence for agents

dbrojas/optlib

A library for financial options pricing written in Python. observed · 2026-08-28

github.com/dbrojas/optlib · Python · MIT (permissive) 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

Full methodology

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

Member repositories

RepositoryRoleHealth v2
dbrojas/optlibmain32

For agents

markdown · JSON · MCP: product_card(name="dbrojas/optlib")

Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem