Home / Other tools

Python_Option_Pricing

Other tools★ 850 GitHub starsJupyter Notebook⏱ No commits in over six months

Python library for pricing European, American and exotic options

What it is

A Python library for pricing financial options. It implements Black-Scholes, Black 76 and implied volatility calculations and covers American, European, Asian and spread options. Quant researchers, financial engineers and students learning option pricing can use it to check formulas or prototype models. It is a compact academic-style library, so production desks will want to validate its numerics and edge cases before trusting it.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best for	Professional quants
Used for	Strategy research, Data analysis
Markets	Multi-market
Stack	Python
Learning curve	Moderate learning curve
Practical value	Medium practical value
Cost	Free and open source
Hardware	No GPU needed
Maintenance	No commits in over six months

GitHub stars, last 30 days

Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 850. Gaps mean no snapshot was taken that day.

In the author's words

An library to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.

Open on GitHub ↗This week's trending tools 中文页面