py-vollib

library1.0.12pypypi✓ verified 87d ago

Deprecated transition package for vollib, a Python library for pricing and calculating option implied volatility using Black-Scholes, Black (1976), and Garman-Kohlhagen models. Version 1.0.7 is the final release; users should install 'vollib' (the canonical package) instead. py_vollib is published as a stub that depends on vollib and provides deprecated compatibility imports. Release cadence is low; actively maintained on GitHub under the vollib organization.

type-stubs data

pip install vollib

github ↗package ↗homepage ↗

INSTALL

IMPORT

SIG · PY-VOLLIB

py-vollib

type-stubspythonv1.0.12

Install

11.9s avg

Import

263ms

Disk

459MB

Pass rate

10/ 10

Env Coverage10 / 10

glibc

3.9–3.13

musl

3.9–3.13

Install & Compatibility

Where this runs

tested against v1.0.12 · pip install

no network on importno background threads

Install × environment matrix

Each cell = how many times install + import succeeded across repeated harness runs. Partial = flaky.
glibc = Debian/Ubuntu slim · musl = Alpine Linux

musl

py 3.10–3.910 runs

installs and imports cleanly · install 0.0s · import 0.259s · 427.4MB

glibc

py 3.10–3.910 runs

installs and imports cleanly · install 11.9s · import 0.267s · 481MB

459MB installed

● package 459MB

Code

Verified usage

Verified import paths — ran on the pinned version, not inferred.

black_scholes

✓ from vollib.black_scholes import black_scholes

✗ from py_vollib.black_scholes import black_scholes

py_vollib.* imports work via compatibility shim but are deprecated. Use vollib.* instead.

black

✓ from vollib.black import black

✗ from py_vollib.black import black

Same as above; prefer canonical vollib.

implied_volatility

✓ from vollib.black_scholes import implied_volatility

Basic usage of vollib for Black-Scholes pricing and implied volatility calculation.

from vollib.black_scholes import black_scholes, implied_volatility # Option parameters S = 100.0 # underlying asset price K = 105.0 # strike price t = 0.5 # time to expiration in years r = 0.02 # risk-free rate sigma = 0.2 # implied volatility flag = 'c' # 'c' for call, 'p' for put # Price using Black-Scholes price = black_scholes(flag, S, K, t, r, sigma) print(f"Option price: {price:.4f}") # Implied volatility from observed price observed_price = 5.0 iv = implied_volatility(observed_price, S, K, t, r, flag) print(f"Implied volatility: {iv:.4f}")

Debug

Known issues

deprecatedpy-vollib is deprecated. The canonical package is 'vollib'. Install and import 'vollib' instead.

fix

pip uninstall py-vollib && pip install vollib, then change imports from py_vollib to vollib.

affects: >=1.0.7

breakingStale dependency path: py_vollib==1.0.7 pins an old vollib version. Avoid installing py_vollib directly.

fix

Do not install py-vollib; use vollib directly.

affects: 1.0.7

gotchaFlag argument 'c'/'p' is case-sensitive; lower case only. Also, all numeric inputs must be floats (ints may cause type errors in some versions).

fix

Always use 'c' or 'p' (lowercase) and pass floats: e.g., S=100.0, not 100.

affects: all

Errors

Common errors & fixes

ModuleNotFoundError: No module named 'py_vollib'

Cannot import py_vollib after installing py-vollib (some environments break due to package name mismatch).

fix

Install the canonical package: pip install vollib, then import vollib.

ImportError: cannot import name 'black_scholes' from 'py_vollib'

py_vollib compatibility shim missing or outdated.

fix

Switch to vollib: from vollib.black_scholes import black_scholes

Upgrade

Version history

1.0.12latest on PyPI · released Jun 1, 2026

Audit

Dependencies

No dependency data recorded yet.

Agent activity

47 hits · last 30 days

node

Amazon

OpenAI (training)

Resources

githubhttps://github.com/vollib/py_vollib ↗

packagehttps://pypi.org/project/py-vollib/ ↗

homepagehttp://vollib.org ↗