Options trading can be complex, but understanding the key metrics that drive option prices makes it much easier to comprehend. These metrics, known as Option Greeks, help traders measure the ...

Higher-order (second and third) greeks measure how the primary greeks change as market conditions evolve. They are critical for volatility traders and structured products desks.

:license: MIT, see LICENSE for more details. vollib.ref_python is a pure python version of vollib without any dependence on LetsBeRational. It is provided purely as a reference implementation for ...