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Getting Started

Install floe and start calculating options analytics in minutes.

Installation

Install floe via npm:

npm install @fullstackcraftllc/floe

Quick Start

Import the functions you need and start calculating:

import { blackScholes, calculateGreeks } from "@fullstackcraftllc/floe";

// Calculate option price
const price = blackScholes({
  spot: 100,
  strike: 105,
  timeToExpiry: 0.25,
  riskFreeRate: 0.05,
  volatility: 0.20,
  optionType: "call"
});

console.log(`Option Price: $${price.toFixed(2)}`);

// Calculate all Greeks at once
const greeks = calculateGreeks({
  spot: 100,
  strike: 105,
  timeToExpiry: 0.25,
  riskFreeRate: 0.05,
  volatility: 0.20,
  optionType: "call"
});

console.log(`Delta: ${greeks.delta.toFixed(4)}`);
console.log(`Gamma: ${greeks.gamma.toFixed(6)}`);
console.log(`Theta: ${greeks.theta.toFixed(4)} per day`);
console.log(`Vega: ${greeks.vega.toFixed(4)} per 1% vol`);

Core Concepts

floe provides these main categories of functions:

  1. Pricing - Black-Scholes-Merton option pricing with dividend adjustments
  2. Greeks - Complete suite of first, second, and third-order Greeks via calculateGreeks()
  3. Implied Volatility - Calculate IV from market prices via calculateImpliedVolatility()
  4. IV Surfaces - Build smoothed volatility surfaces across strikes and expirations
  5. Dealer Exposures - Gamma, vanna, and charm exposure calculations
  6. Implied PDF - Risk-neutral probability density function from option prices
  7. Real-Time Data - Broker-agnostic streaming of normalized options data via FloeClient

All functions use structured parameter objects for clarity and full TypeScript type safety.

Next Steps

  • Read the API Reference for complete function documentation
  • Check out Examples for real-world usage patterns