Option Calculator

A Black-Scholes option pricing toolkit that runs entirely in your terminal. Feed it a spot price, strike, volatility, and time to expiration — it returns theoretical prices, Greeks, implied volatility, payoff tables, and more.

All math is computed inline via Python 3 using the Abramowitz & Stegun approximation for the normal CDF (no scipy dependency).

Commands

price

option-calculator price <type> <spot> <strike> <rate> <vol> <days>

Compute the Black-Scholes theoretical price for a European call or put.