Example Usage of GetIVGreeks File and CalcIvGreeks Class

ExampleUsage.py

# -*- coding: utf-8 -*-
"""
    :description: Example Codes To Use The Python Class Which Calculate Options IV and Greeks
    :license: MIT.
    :author: Shabbir Hasan
    :created: On Thursday December 22, 2022 23:43:57 GMT+05:30
"""
__author__ = "Shabbir Hasan aka DruneMoone"
__webpage__ = "https://github.com/ShabbirHasan1"
__license__ = "MIT"
__version__ = "0.0.1"

import pandas as pd
from datetime import datetime as dt

try:
    from GetIVGreeks import DayCountType, ExpType, TryMatchWith, CalcIvGreeks
except ImportError:
    exec(
        __import__("requests")
        .get(
            "https://gist.githubusercontent.com/ShabbirHasan1"
            + "/7695687d87053c7e3df46810ab2e3046"
            + "/raw/30551841a3fd3641c8416266fd27c5254d2150b3"
            + "/GetIVGreeks.py"
        )
        .text
    )

if __name__ == "__main__":
    print(
        "\n",
        "Get IV & Greeks Exactly As You",
        "Get in https://web.sensibull.com/option-chain",
        sep=" ",
        end="\n\n",
    )
    IvGreeks = CalcIvGreeks(
        SpotPrice=17806.80,
        FuturePrice=17880.10,
        AtmStrike=17900.0,
        AtmStrikeCallPrice=114.95,
        AtmStrikePutPrice=134.0,
        ExpiryDateTime=dt(2022, 12, 29),
        ExpiryDateType=ExpType.MONTHLY,
        FromDateTime=dt(2022, 12, 23, 15, 30, 0),
        tryMatchWith=TryMatchWith.SENSIBULL,
        dayCountType=DayCountType.CALENDARDAYS,
    )
    df = pd.DataFrame.from_records(
        [
            IvGreeks.GetImpVolAndGreeks(
                StrikePrice=17500.0,
                StrikeCallPrice=407.75,
                StrikePutPrice=31.0,
            ),
            IvGreeks.GetImpVolAndGreeks(
                StrikePrice=17900.0,
                StrikeCallPrice=114.95,
                StrikePutPrice=134.0,
            ),
            IvGreeks.GetImpVolAndGreeks(
                StrikePrice=18500.0,
                StrikeCallPrice=5.50,
                StrikePutPrice=627.60,
            ),
        ]
    )
    print(df, end="\n\n\n")
    print(
        "Get IV & Greeks Exactly As You",
        "Get in https://www.nseindia.com/option-chain",
        sep=" ",
        end="\n\n",
    )
    IvGreeks = CalcIvGreeks(
        SpotPrice=17806.80,
        FuturePrice=17880.10,
        AtmStrike=17800.0,
        AtmStrikeCallPrice=174.65,
        AtmStrikePutPrice=92.50,
        ExpiryDateTime=dt(2022, 12, 29),
        ExpiryDateType=ExpType.MONTHLY,
        FromDateTime=dt(2022, 12, 23, 15, 30, 0),
        tryMatchWith=TryMatchWith.NSE,
        dayCountType=DayCountType.CALENDARDAYS,
    )
    df = pd.DataFrame.from_records(
        [
            IvGreeks.GetImpVolAndGreeks(
                StrikePrice=17500.0,
                StrikeCallPrice=407.75,
                StrikePutPrice=31.0,
            ),
            IvGreeks.GetImpVolAndGreeks(
                StrikePrice=17900.0,
                StrikeCallPrice=114.95,
                StrikePutPrice=134.0,
            ),
            IvGreeks.GetImpVolAndGreeks(
                StrikePrice=18500.0,
                StrikeCallPrice=5.50,
                StrikePutPrice=627.60,
            ),
        ]
    )
    print(df, end="\n\n")