options-pricing
Options Pricing
Status: STUB — This skill provides a basic Black-Scholes implementation and an overview of planned capabilities. Full implementation is awaiting community contribution.
Options pricing is the quantitative foundation of derivatives trading. For crypto markets, options on BTC and ETH trade actively on Deribit, Lyra, and Aevo, while Solana options are emerging on platforms like Zeta Markets and PsyOptions. Understanding pricing models, implied volatility surfaces, and Greeks is essential for hedging, volatility trading, and constructing structured products.
This skill is informational and analytical only. It does not provide financial advice or trading recommendations.
Current Capabilities
This stub includes a working Black-Scholes calculator with Greeks computation and a basic implied volatility solver. See scripts/black_scholes.py for the implementation.
import math
from scipy.stats import norm
def black_scholes_call(S: float, K: float, T: float, r: float, sigma: float) -> float:
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