Finx-option-pricer

Latest version: v0.3.0

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0.3.0

What’s Changed

* features: Add 2nd order greeks (pull formulas from Natenberg). Add Vanna, Charm, and Volga. (18)
* features: Add linter, trunk (17)
* fix: releative value calc. (16)
* feature: setup github CI/CD + dependencies (15)
* features: Add delta1 hedging into portfolio position calcs. (14)
* features: dash apps. add instrument specific configs (13)
* features: simplify calcs + theo vs trade values (12)

0.2.0

What’s Changed

* features, account for cost basis / trade price (11) westonplatter

0.1.1

What’s Changed

* features, generic combo app (10) westonplatter
* allow for fine grained calendar configs (8) westonplatter

0.1.0

What’s Changed

* visually price strangles (7) westonplatter
* visually price calendars (6) (5) westonplatter

0.0.2

What’s Changed

* feature / marginal diff calcs. (4) westonplatter
* feature, interpolate vol. configs for vol to change as it progresses to Exp (3) westonplatter

0.0.1

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