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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

github.com/vollib/vollib · homepage · Python · MIT (permissive) 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

Full methodology

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

Member repositories

RepositoryRoleHealth v2
vollib/vollibmain32

For agents

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

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