Skip to content

Add GreeksLab — free options Greeks calculator #4

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
greekslab wants to merge 1 commit into
base: main
Choose a base branch
from
Open

Add GreeksLab — free options Greeks calculator #4

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -62,6 +62,7 @@ Contributions welcome. See [Contributing](#contributing).
- [py_vollib](https://pypi.org/project/py_vollib/) - Implements Black-Scholes and Black-76 with fast implied volatility solving via LetsBeRational.
- [QuantLib](https://www.quantlib.org) - Comprehensive C++ library (with Python bindings) covering Black-Scholes-Merton, analytical barrier options, Asian options, and more.
- [black-scholes-rs](https://github.com/hayden4r4/black-scholes-rust) - Rust implementation of Black-Scholes with Python bindings via PyO3, designed for performance-critical greeks computation.
- [GreeksLab](https://greekslab.launchyard.app) - Free web-based options Greeks calculator with Black-Scholes model, implied volatility calculator, strategy builder, and P&L chart. No signup required.

### Binomial and Lattice Models

Expand Down