library

options black-schole calc mode

calc options's implied volatility, delta, gamma, vega, theta, rho with options price.

options implied-volatility curve fit

fit curve with market data(strike_price&implied_volatility) in two ways:

• Levenberg-Marquardt(LM) [without constraints]
• Sequential Least Squares Quadratic Programming(SLSQP) [by using python3 scipy.optimize]