Determine implied volatility of options based on their prices
TypeScript option pricing, implied volatility, and Greeks built on LetsBeRational.
TypeScript port of Peter Jaeckel's LetsBeRational normalized Black and implied volatility routines.
Official JavaScript/TypeScript SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), VRP, implied volatility, volatility surface, 0DTE analytics, BSM
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Prebuilt sharp for use with Linux (musl) x64
Prebuilt sharp for use with Linux (glibc) x64
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
This is a pure-js JSON streaming parser for node.js
implied volatility and price data for selected ETFs and future Contacts info_at_volsurf_com
OData v4 query builder that uses a simple object-based syntax similar to MongoDB and js-data
Prebuilt sharp for use with Linux (glibc) 64-bit ARM
DES implementation
Prebuilt sharp for use with macOS 64-bit ARM
Prebuilt sharp for use with Linux (musl) 64-bit ARM
`escodegen` fork for `javascript-obfuscator`
MCP server for real-time stock and cryptocurrency analysis using Yahoo Finance
Prebuilt sharp for use with Linux (glibc) ARM (32-bit)
Prebuilt sharp for use with macOS x64
omggif is a JavaScript implementation of a GIF 89a encoder and decoder.
Prebuilt sharp for use with Linux (glibc) RISC-V 64-bit
A lightweight graphic library providing 2d draw for Apache ECharts
Prebuilt sharp for use with Linux (glibc) s390x
Prebuilt sharp for use with Linux (glibc) ppc64
Rust port of Peter Jäckel's algorithms on http://www.jaeckel.org
Black-76 closed-form pricing, Greeks, and implied volatility solver for futures and forward options.
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
High-performance Rust library for option pricing and risk
Calculate greeks (iv, delta, gamma, vega, rho, theta)
Pure-Ruby implementation of Black-Scholes European and CRR Binomial American option pricing with delta, gamma, theta, vega, rho, and Brent's-method implied volatility. No Python, no QuantLib system dep, no native code.
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