The Options module calculates important options metrics including First, Second and Third Order Greeks, the Black-Scholes Model, Option Chains, Implied Volatilities, Breeden–Litzenberger and more.

Every function of the Options module has its own page with an example and its parameters. Pick one from the sidebar on the left.Every function of the Options module has its own page with an example and its parameters. Pick one from the .

To install the FinanceToolkit it simply requires the following:

pip install financetoolkit -U
Modules: Toolkit Discovery Ratios Models Options Technicals Fixed Income Risk Performance Econometrics Economics Portfolio
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Getting Started

It gives insights in the sensitivity of an option to changes in the underlying asset price, volatility, years to maturity, dividend yilds and interest rates and several derivatives of these sensitivities.

The Options module is reached through a Toolkit instance, as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(["TSLA", "MU"], api_key="FINANCIAL_MODELING_PREP_KEY")

all_greeks = toolkit.options.collect_all_greeks(start_date='2024-01-03')

all_greeks.loc['TSLA', '2024-01-04']

Which returns:

Strike Price Delta Dual Delta Vega Theta Rho Epsilon Lambda Gamma Dual Gamma Vanna Charm Vomma Vera Veta PD Speed Zomma Color Ultima
180 1 -0.9999 0 -0.0193 0.0049 -0.6533 0.0408 0 0 -0 0 0 -0 0 0 -0 0 0 0
185 1 -0.9999 0 -0.0198 0.0051 -0.6533 0.0446 0 0 -0 0 0 -0 0 0 -0 0 0 0
190 1 -0.9999 0 -0.0204 0.0052 -0.6533 0.0492 0 0 -0 0 0 -0 0 0 -0 0 0 0
195 1 -0.9999 0 -0.0209 0.0053 -0.6533 0.0549 0 0 -0 0 0 -0 0 0 -0 0 0 0
200 1 -0.9999 0 -0.0214 0.0055 -0.6533 0.062 0 0 -0 0 0 -0 0.0014 0 -0 0 0 0
205 1 -0.9999 0 -0.022 0.0056 -0.6533 0.0712 0 0 -0 0.0005 0.0003 -0 0.1236 0 -0 0 0.0004 0.0001
210 1 -0.9999 0 -0.0226 0.0058 -0.6533 0.0837 0 0 -0.0002 0.0221 0.0119 -0.0001 4.6313 0 -0 0.0001 0.0132 0.0034
215 0.9998 -0.9997 0.0001 -0.0254 0.0059 -0.6532 0.1016 0.0001 0.0001 -0.0044 0.4426 0.1942 -0.0029 77.6496 0.0001 -0.0001 0.0021 0.209 0.0336
220 0.9973 -0.9969 0.001 -0.0526 0.006 -0.6515 0.1287 0.0012 0.0014 -0.0414 4.1955 1.4351 -0.0273 600.92 0.0014 -0.0005 0.0144 1.4569 0.1196
225 0.9777 -0.976 0.0066 -0.2079 0.006 -0.6387 0.1723 0.0076 0.0086 -0.1884 19.0888 4.7244 -0.1249 2187.89 0.0086 -0.0022 0.0407 4.1228 0.0829
230 0.8953 -0.8898 0.0226 -0.6528 0.0056 -0.5849 0.2419 0.0261 0.028 -0.3993 40.3564 6.2557 -0.267 3816.31 0.028 -0.0048 0.0253 2.5239 -0.1641
235 0.6978 -0.6874 0.0435 -1.2304 0.0044 -0.4558 0.3442 0.0502 0.0516 -0.306 30.653 1.9785 -0.2119 3623.7 0.0516 -0.0039 -0.0672 -6.8719 -0.0977
240 0.4192 -0.4078 0.0488 -1.3691 0.0027 -0.2739 0.4789 0.0562 0.0555 0.1634 -17.1438 0.4159 0.0934 3407.79 0.0555 0.0014 -0.096 -9.7512 -0.0222
245 0.1812 -0.1736 0.0329 -0.9207 0.0012 -0.1184 0.6396 0.0379 0.0359 0.4445 -45.5549 5.0536 0.2814 4080.87 0.0359 0.0048 -0.0098 -0.9474 -0.1945
250 0.0544 -0.0513 0.0138 -0.3848 0.0004 -0.0355 0.8183 0.0159 0.0144 0.3232 -33.01 6.468 0.2073 3328.37 0.0144 0.0036 0.0461 4.7176 -0.0443
255 0.0112 -0.0104 0.0037 -0.1028 0.0001 -0.0073 1.0084 0.0042 0.0037 0.1223 -12.477 3.4845 0.0789 1542.52 0.0037 0.0014 0.0325 3.3216 0.1424
260 0.0016 -0.0015 0.0006 -0.018 0 -0.001 1.205 0.0007 0.0006 0.0276 -2.8148 1.0161 0.0179 421.028 0.0006 0.0003 0.0104 1.0578 0.1054
265 0.0002 -0.0001 0.0001 -0.0021 0 -0.0001 1.4049 0.0001 0.0001 0.004 -0.4041 0.1783 0.0026 71.3544 0.0001 0 0.0019 0.1933 0.0322
270 0 -0 0 -0.0002 0 -0 1.6059 0 0 0.0004 -0.0385 0.02 0.0002 7.8471 0 0 0.0002 0.0222 0.0054
275 0 -0 0 -0 0 -0 1.8068 0 0 0 -0.0025 0.0015 0 0.5804 0 0 0 0.0017 0.0006
280 0 -0 0 -0 0 -0 2.0066 0 0 0 -0.0001 0.0001 0 0.0297 0 0 0 0.0001 0
285 0 -0 0 -0 0 -0 2.2048 0 0 0 -0 0 0 0.0011 0 0 0 0 0
290 0 -0 0 -0 0 -0 2.401 0 0 0 -0 0 0 0 0 0 0 0 0
295 0 -0 0 -0 0 -0 2.595 0 0 0 -0 0 0 0 0 0 0 0 0

The sidebar gives access to every metric in the Options module, each on its own page with a description, an example and its parameters. Pick one there to open it.The sidebar gives access to every metric in the Options module, each on its own page with a description, an example and its parameters. On a phone, open the to pick one.