Determine implied volatility of options based on their prices
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
Ethereum on-chain volatility data
GARCH and EGARCH volatility models for TypeScript
Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back
Documentation for Volatility WebSockets API
TypeScript option pricing, implied volatility, and Greeks built on LetsBeRational.
HTTP MCP Server for GetOutpost Financial APIs - provides stock data, options chains, and volatility surface analysis
TypeScript port of Peter Jaeckel's LetsBeRational normalized Black and implied volatility routines.
MCP server wrapping Volatility 3 for memory forensics analysis
A lightweight collection of volatility indicators designed for real-time stock market analysis and algorithmic trading. This package includes core volatility tools like ATR, Bollinger Bands, Keltner Channels, Donchian Channels, Chaikin Volatility, and mor
Official Unusual Whales MCP server - access 100+ endpoints for options flow, dark pool, forex, congress trades, Greek exposure, volatility, stock financials, fundamentals, news, predictions data, insider activity, and technicals, alerts, and more
MCP server for crypto market analytics — volatility scoring, liquidity analysis, whale movement detection, correlation matrices, risk-adjusted portfolio metrics, and cross-exchange arbitrage opportunity scanning
Topaz - High-Volatility Ingestion & Refining Unit by Rueda Gems
Emotional model: VAD tracking, trajectory, volatility detection
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
JavaScript client for the slot.report Slot Data API. Access 5,600+ online slot games with RTP, volatility, max win, features, mechanics and themes.
Pre-computed statistics for 5,600+ online slot games — RTP averages, volatility distribution, max win percentiles, provider rankings, feature popularity and market trends.
A JavaScript library for analyzing and assessing the risk of cryptocurrency portfolios, including calculations for volatility, Sharpe ratio, VaR, CVaR, max drawdown, and Sortino ratio.
Claude Code skill for Unusual Whales options analysis — GEX, volatility surface, flow, positioning, and defined-risk trade ideas via Playwright MCP
CLI tool to query the slot.report Slot Data API — search 5,600+ online slots by name, provider, RTP, volatility, max win and more.
Node-RED node for time-series forecasting and anomaly detection using Exponential Smoothing
Provides insights and predicts slippage amount, volatility and price on DeX swaps. Currently works on ETH/USDT and ETH/USDC pairs on Uniswap V3 For more info and starting guide go to info.xtreamly.io. For support use info@xtreamly.io
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
A coupling analysis tool for Rust projects - measuring the 'right distance' in your code
A comprehensive Rust library for time series analysis and forecasting including moving average, exponential smoothing, autoregressive, and GARCH models
Primitive volatility vocabulary for RustUse quantitative crates
A zero-cost, type-safe DSL for MMIO and volatile register mapping with compile-time access control (RO/RW/WO).
OptionChain-Simulator is a lightweight REST API service that simulates an evolving option chain with every request. It is designed for developers building or testing trading systems, backtesters, and visual tools that depend on option data streams but want to avoid relying on live data feeds.
Volatile wrapper types for raw pointers
Arbitrage-free SVI volatility surfaces in pure Rust. Raw, Jump-Wings and SSVI parametrisations, calibration, and static-arbitrage checks. Zero dependencies.
Terminal environment variable manager with TUI and CLI
Rolling statistics for technical analysis in backtesting and live trading systems.
A library for managing volatile memory
Volatile access to memory mapped hardware registers
The command line tool calculates the SCV metric for a Git repo
Provides volatile counter cache logic to ActiveRecord::Base.
Calculate greeks (iv, delta, gamma, vega, rho, theta)
A Ruby wrapper for Volatile, a key-value pair API that everyone can use.
High method and class churn has been shown to have increased bug and error rates. This gem helps you know what is changing a lot so you can do additional testing, code review, or refactoring to try to tame the volatile code.
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.
High method and class churn has been shown to have increased bug and error rates. This gem helps you know what is changing a lot so you can do additional testing, code review, or refactoring to try to tame the volatile code.
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