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Examples
Real-world Python examples demonstrating floe's options analytics capabilities.
Black-Scholes Pricing
Price calls and puts in Python with Black-Scholes-Merton.
Greeks Calculation
Calculate full Greeks output for risk and sensitivity analysis.
Dealer Exposures
Compute canonical, state-weighted, and flow-delta exposure vectors.
Implied Probability Distribution
Estimate risk-neutral strike distributions from call option prices.
Hedge Flow Analysis
Combine impulse-curve and charm-integral analytics for one expiration.
IV vs RV Analysis
Compare model-free implied volatility with realized volatility and vol-response z-scores.
Dataset API Clients
Query hindsight, dealer, and AMT datasets with ApiClient.