vollib

library1.0.11pypypi✓ verified 83d ago

Python library for calculating option prices, implied volatility, and greeks. Supports Black-Scholes, Black, and Garman-Kohlhagen models. Current version 1.0.11, monthly releases.

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pip install vollib

github ↗homepage ↗

INSTALL

IMPORT

SIG · VOLLIB

vollib

analyticspythonv1.0.11

harness data pending

Install & Compatibility

Where this runs

No compatibility data collected yet for this library.

Code

Verified usage

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

black_scholes

✓ from py_vollib.black_scholes import black_scholes

✗ from vollib.black_scholes import black_scholes

The package is installed as 'vollib' but the module is 'py_vollib'.

implied_volatility

✓ from py_vollib.black_scholes import implied_volatility

Correct import path; no common wrong import.

Calculate an option price and implied volatility using Black-Scholes model.

from py_vollib.black_scholes import black_scholes from py_vollib.black_scholes.implied_volatility import implied_volatility price = black_scholes('c', 100, 105, 0.1, 0.5, 0.02) print(f'Option price: {price}') iv = implied_volatility(price, 100, 105, 0.1, 0.5, 0.02) print(f'Implied volatility: {iv}')

Debug

Known issues

breakingThe import path changed from `vollib` to `py_vollib` in version 1.0.0. Old imports will raise ImportError.

fix

Use `from py_vollib.black_scholes import black_scholes` instead of `from vollib.black_scholes import black_scholes`.

affects: >=1.0.0

gotchaThe function `black_scholes` returns the option price, not a tuple. For greeks, you must use separate functions from `py_vollib.black_scholes.greeks`.

fix

For greeks, import `delta`, `gamma`, etc. from `py_vollib.black_scholes.greeks`.

affects: all

deprecatedThe old `vollib` module (imported directly) is deprecated and removed in 1.0.0.

fix

Use `py_vollib` as the top-level module.

affects: >=1.0.0

Errors

Common errors & fixes

ModuleNotFoundError: No module named 'vollib'

Incorrect import; the module is named `py_vollib`, not `vollib`.

fix

Install with `pip install vollib` but use `import py_vollib`.

NameError: name 'black_scholes' is not defined

Forgot to import the function explicitly.

fix

Use `from py_vollib.black_scholes import black_scholes`.

AttributeError: module 'py_vollib' has no attribute 'black_scholes'

Trying to use `py_vollib.black_scholes` as a function instead of importing the submodule.

fix

Use `from py_vollib.black_scholes import black_scholes`.

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Version history

1.0.11latest on PyPI · released Jun 1, 2026

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Dependencies

No dependency data recorded yet.

Agent activity

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Resources

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

homepagehttp://vollib.org ↗