Playground

Price calls and puts with floe's Black-Scholes implementation.

main.py

from floe import BlackScholesParams, black_scholes

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

call_price = black_scholes(common)
put_price = black_scholes(
    BlackScholesParams(
        spot=common.spot,
        strike=common.strike,
        time_to_expiry=common.time_to_expiry,
        risk_free_rate=common.risk_free_rate,
        volatility=common.volatility,
        option_type="put",
    )
)

print(f"Call: {call_price:.2f}")
print(f"Put:  {put_price:.2f}")

Tips

• These snippets are designed for server-side Python workflows
• Install with pip install floe-py and import fromfloe
• Check the documentationfor API details and signatures
• Pass explicit millisecond timestamps to time-sensitive APIs where required