Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Last updated Jun 19, 2026
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README
Vanilla options calculator
Black-Scholes model in pure Python
Without SciPy, NumPy or other external dependencies
Use example_greeks.py to calculate Theo, Delta, Theta, Vega, Gamma for single option
Use example_plot.py to visualize your position with Matplotlib
