vollib/vollib
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton. observed · 2026-08-28
Health v2 · maintenance only
32/100
- Activity 0
- Release rhythm 35
- Longevity 100
Flags: no_releases no_readme
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-02. Adoption (stars, forks) is never an input.
- gap_med: n/a
- age_days: 4170
- days_rel: n/a
- days_push: 1185
- n_releases_24m: 0
Adoption not part of the score
1016 stars · 137 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
Vollib is a Python library for fast and accurate option pricing, implied volatility, and greeks calculations using Black, Black-Scholes, and Black-Scholes-Merton models. It wraps Peter Jäckel's LetsBeRational algorithm, which reaches machine precision in one or two iterations on standard 64-bit floating point hardware.
Use cases
- calculate option prices in python
- compute implied volatility from option prices
- calculate option greeks like delta and gamma
- black-scholes pricing library
- black76 futures option pricing
- fast implied volatility solver
When to choose
- you need fast, machine-precision option pricing or implied volatility in Python
- you need Black, Black-Scholes, or Black-Scholes-Merton models with analytical and numerical greeks
- you want a battle-tested wrapper around LetsBeRational
When to avoid
- you need exotic or path-dependent option pricing models
- you need a full backtesting or trading framework rather than a pricing library
- you need to handle zero-strike limiting cases, which are outside the supported input domain
Facets
library · maturity active
math sdk fintech mathematics python cross-platform options-pricing implied-volatility greeks black-scholes black76 quantitative-finance swig-wrapper algorithms
3 sources
- homepage: http://www.vollib.org/ · fetched 2026-08-29 · 6ed76570d205
- site_page: https://vollib.org/documentation.html · fetched 2026-08-29 · 0f55097ca5e3
- site_page: https://vollib.org/installation.html · fetched 2026-08-29 · f08a1f614435
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| vollib/vollib | main | 32 |
For agents
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem