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Getting Started

Install floe and start running options analytics in Go.

Installation

Install the module:

go get github.com/FullStackCraft/floe-go

Quick Start

package main

import (
  "fmt"

  floe "github.com/FullStackCraft/floe-go"
  "github.com/FullStackCraft/floe-go/blackscholes"
)

func main() {
  params := floe.BlackScholesParams{
    Spot:          100,
    Strike:        105,
    TimeToExpiry:  0.25,
    RiskFreeRate:  0.05,
    Volatility:    0.20,
    DividendYield: 0.01,
    OptionType:    floe.Call,
  }

  price := blackscholes.BlackScholes(params)
  greeks := blackscholes.CalculateGreeks(params)

  fmt.Printf("Price: %.2f\\n", price)
  fmt.Printf("Delta: %.5f\\n", greeks.Delta)
  fmt.Printf("Gamma: %.5f\\n", greeks.Gamma)
  fmt.Printf("Theta/day: %.5f\\n", greeks.Theta)
}

Package Layout

floe is organized by focused Go packages:

  1. blackscholes for pricing, Greeks, implied volatility, and time-to-expiry helpers.
  2. volatility for IV surfaces and smile smoothing.
  3. exposure for canonical/state-weighted/flow-delta dealer exposures.
  4. hedgeflow for impulse curve, charm integral, and pressure cloud analysis.
  5. impliedpdf for risk-neutral distribution estimation.
  6. iv and rv for model-free IV vs realized volatility workflows.
  7. volresponse for IV response z-score classification.

Notes

  • Time-sensitive APIs take explicit timestamps in milliseconds (time.Now().UnixMilli()).
  • blackscholes.CalculateImpliedVolatility returns percent IV (for example 20 means 20%).
  • Most chain-based functions consume floe.OptionChain and floe.NormalizedOption.

Next Steps