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Pricing, Greeks and charts for vanilla options in Python
What it is
A Python toolkit for pricing vanilla options, computing their Greeks and plotting the results. It also supports further analysis around option positions, such as how value and risk change with the underlying. Quant researchers, students and developers who want fast option valuation with visual output are the target users. The focus is vanilla contracts, so exotic options and full volatility surface calibration are outside its scope.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| 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): +9 over the period, now 659. Gaps mean no snapshot was taken that day.
Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
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