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Getting Started

Install floe and start running options analytics in Python.

Installation

Install from PyPI:

pip install floe-py

Quick Start

from floe import BlackScholesParams, black_scholes, calculate_greeks

params = BlackScholesParams(
    spot=100.0,
    strike=105.0,
    time_to_expiry=0.25,
    risk_free_rate=0.05,
    volatility=0.20,
    dividend_yield=0.01,
    option_type="call",
)

price = black_scholes(params)
greeks = calculate_greeks(params)

print(price)
print(greeks.delta, greeks.gamma, greeks.theta)

Package Layout

floe is organized by focused Python modules:

  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 and adjusted PDFs.
  6. iv and rv for model-free IV vs realized volatility workflows.
  7. volresponse for IV response z-score classification.
  8. occ, adapters, and apiclient for symbol utilities, broker normalization, and dataset APIs.

Notes

  • Time-sensitive APIs take explicit millisecond timestamps.
  • calculate_implied_volatility returns IV in percent (20 means 20%).
  • Most chain-based functions consume OptionChain and NormalizedOption.

Next Steps