Quant Greeks CLI Tool

A lightweight command-line tool for calculating the five main Black-Scholes Greeks (Delta, Gamma, Vega, Theta, Rho). Designed for traders, quants, and finance students, this tool helps you analyze options risk and sensitivity directly from your terminal.

Features

• Black-Scholes Greeks Calculator: Computes Delta, Gamma, Vega, Theta, and Rho
• Simple CLI: Run calculations from your terminal with intuitive arguments
• 100% Test Coverage: Every calculation is unit tested for accuracy
• CI/CD: Integrated with GitHub Actions for continuous testing and reliability

Installation

Install directly from PyPI:

pip install quant-greeks-cli

Or clone the repository:

git clone https://github.com/Patience-Fuglo/quant-greeks-cli.git
cd quant-greeks-cli
python3 -m venv .venv       # optional but recommended
source .venv/bin/activate
pip install -r requirements.txt
pip install .

Usage

Calculate option Greeks from the CLI:

quant-greeks --option_type call --S 100 --K 100 --T 1 --r 0.05 --sigma 0.2

Where:

• --option_type is "call" or "put"
• --S is the current stock price
• --K is the strike price
• --T is time to maturity (in years)
• --r is the annual risk-free rate (decimal)
• --sigma is volatility (decimal)

For help:

quant-greeks --help

Example

quant-greeks --option_type put --S 95 --K 100 --T 0.5 --r 0.01 --sigma 0.15

Testing

Run all tests with:

pytest

(Requires pytest, included in requirements.txt.)

Binomial Option Pricing Model (New Feature!)

This CLI now supports option pricing using both the Black-Scholes and Binomial models.

Usage Examples

Black-Scholes (default):

python cli.py --option_type call --S 100 --K 100 --T 1 --r 0.05 --sigma 0.2

Binomial model (with steps):

python cli.py --model binomial --option_type call --S 100 --K 100 --T 1 --r 0.05 --sigma 0.2 --steps 100

• --model: Choose binomial or black-scholes (default is black-scholes)
• --steps: Number of steps for the binomial tree (only used for binomial model; default = 100)

What’s New

• Add binomial model for European option pricing
• New CLI arguments: --model and --steps
• All previous Black-Scholes functionality remains unchanged

Contributing

1. Fork the repo and create your feature branch:

   git checkout -b feature/YourFeature
   

2. Commit your changes and push:

   git commit -m "Describe your feature"
   git push origin feature/YourFeature
   

3. Open a Pull Request.

License

MIT License

Author

Patience Fuglo