marketcalls / opengreeksView on GitHub
Fast options pricing, Greeks, and implied volatility for Black-76, Black-Scholes, and Black-Scholes-Merton. Rust core, Python API. 5-180x faster than vollib.
☆27May 31, 2026Updated 4 months ago

Alternatives and similar repositories for opengreeks

Users that are interested in opengreeks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.

Sorting:

Are these results useful?