# Lightweight Option price calculator

https://pypi.org/project/option-price/

option-price is a Python-based powerful but simple option price calculator. It makes use of vectorization, which makes it pretty fast.

option-price has three approaches to calculate the price of the price of the option. They are

• B-S-M
• Monte Carlo
• Binomial Tree

It is a lightweight calculator to get a simple view on options pricing.

```from optionprice import Option

#initialize the option
'''
european :  True , False for American
kind :      call or put
s0 :        spot price
k :         strike price
r :         risk free rate
sigma :     volatility
dv :        dividends
start :     start date
end :       end date
'''
option_test = Option(european=True,
kind='call',
s0=167.53,
k=167.500,
r=0.03,
sigma=1.23,
dv=0,
start='2022-08-25',
end='2022-09-02')

# Check the option details
print(option_test)
# Calculate price options
'''
Black scholes model : default
Monte Carlo : method = 'MC'
Binomial Tree : method = 'BT'
'''

price_bsm = option_test.getPrice()
print(price_bsm)

price_mc = option_test.getPrice(method='MC',iteration=5000)
print(price_mc)

price_bt = option_test.getPrice(method='BT',iteration=100)
print(price_bt)

```