91 packages matching “greeks”

greeks

v1.0.0 · 11 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Calculations of option greeks - delta, gamma, theta, vega, rho

182Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.0 (the latest release), from the OSV.dev database.

dsh-greeks

v0.0.1 · 8 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Greeks - the sensitivity alphabet - name reserved; first release in development.

128Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.1 (the latest release), from the OSV.dev database.

@uqee/black-scholes

v1.0.7 · 3 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back

920Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.7 (the latest release), from the OSV.dev database.

ancient-greeks

v1.0.1 · 8 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

ancient-greeks =============

1Downloads across all versions in the last 7 days, from the official npm downloads API.

No known vulnerabilities

Known vulnerabilities affecting v1.0.1 (the latest release), from the OSV.dev database.

defimath-lib

v4.1.0 · 1 month ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Gas-optimized Solidity library for DeFi math: options pricing, Greeks, interest rates, and statistics

23Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v4.1.0 (the latest release), from the OSV.dev database.

greeks-live-ui

v0.1.38 · 4 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

A Component Library for Vue 3

590Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.38 (the latest release), from the OSV.dev database.

@quantrisk/mcp-server

v1.0.3 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Portfolio risk analytics engine exposed as MCP tools — VaR, Monte Carlo, Markowitz optimization, options Greeks, and stress testing — for quant traders talking to AI assistants.

37Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.3 (the latest release), from the OSV.dev database.

@fullstackcraftllc/floe

v0.0.19 · 3 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Production-ready options analytics toolkit. Normalize broker data structures and calculate Black-Scholes, Greeks, and exposures with a clean, type-safe API. Built for trading platforms and fintech applications.

43Downloads across all versions in the last 7 days, from the official npm downloads API.SEE LICENSE IN LICENSE.mdLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.19 (the latest release), from the OSV.dev database.

@fabrknt/tensor-core

v1.0.4 · 6 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Core math and logic for Tensor protocol — margin, Greeks, intent solving

0Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.4 (the latest release), from the OSV.dev database.

@vollib/vollib

v0.1.1 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

TypeScript option pricing, implied volatility, and Greeks built on LetsBeRational.

1Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.1 (the latest release), from the OSV.dev database.

@fiorelorenzo/ibkr-mcp

v0.1.7 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

MCP server for Interactive Brokers — account, options chains, analytics (BS/Greeks/IV/PMCC), market context.

6Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.7 (the latest release), from the OSV.dev database.

black-scholes-pricer

v2.1.3 · 2 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

European option pricing and Greeks under the Black-Scholes-Merton model.

0Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.1.3 (the latest release), from the OSV.dev database.

future-options-bs

v1.0.2 · 2 years ago

90
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Calculate options prices, greeks and volatilities

0Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.2 (the latest release), from the OSV.dev database.

@opengamma/mcp-server

v1.0.3 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Thin MCP stdio adapter for OpenGamma member market-context APIs (read-only: regime, GEX, Greeks, IV, exact-DTE ladders).

2Downloads across all versions in the last 7 days, from the official npm downloads API.UNLICENSEDLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.3 (the latest release), from the OSV.dev database.

ajs-bybit-mcp

v0.5.0 · 3 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Bybit Quant MCP server for Claude Desktop, Claude Code, and Cursor. Trade and analyse Bybit V5 linear/inverse perpetuals, spot, options (Greeks + IV scanning), and TradFi (xStocks, stock & commodity perps) with market regime detection, OI divergence scann

6Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.5.0 (the latest release), from the OSV.dev database.

black-scholes-model

v1.0.10 · 5 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

8Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.10 (the latest release), from the OSV.dev database.

@slexisvn/quantc

v0.1.2 · 2 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

A quant-finance pricing/risk compiler: the Quill payoff DSL to vectorised Monte Carlo and AAD Greeks

5Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.2 (the latest release), from the OSV.dev database.

quantoracle-mcp

v2.4.2 · 3 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Grounded quant finance math for AI agents over MCP. LLMs drift 5-30% on Black-Scholes Greeks and silently fail at Kelly, Sharpe, and VaR — this server is deterministic, citation-tested math (Hull, Wilmott, Lopez de Prado). 63 calculators (options pricing,

35Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.4.2 (the latest release), from the OSV.dev database.

indian-option-mcp

v1.1.0 · 3 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Model Context Protocol server for Indian options market analysis — real-time option chains, Greeks, strategy building, and payoff analysis for NSE/NFO derivatives. Works with Claude Desktop.

15Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.1.0 (the latest release), from the OSV.dev database.

truedata-nodejs

v1.2.0 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Truedata's Official Nodejs Package

236Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.2.0 (the latest release), from the OSV.dev database.
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