Pricing financial options in Python using Black-Scholes

A command line utility to calculate the theoretical call and put price of an European option using the black-scholes model.

You can find the code in my Github

Previously, the project name was fucking-black-scholes, but I changed it to make sure that no employer thinks I’m crazy or something.

Usage

fbs --help

Example

Price an European call option with the following data:

fbs \
--spot-price=20.00 \
--exercise-price=21.00 \
--risk-free-rate=0.05 \
--std=0.25 \
--expiration=0.5
---------------------------------------------
European call option price: 1.197698084193286
---------------------------------------------
European put option price: 1.6792062367882679
---------------------------------------------
Tags: