Metadata-Version: 2.4
Name: volForge
Version: 0.1.0
Summary: Implied Vol Forging
Requires-Python: >=3.13
Description-Content-Type: text/markdown
Requires-Dist: matplotlib>=3.11.0
Requires-Dist: pandera[polars]>=0.32.0
Requires-Dist: polars>=1.42.0
Requires-Dist: pyarrow>=24.0.0
Requires-Dist: pydantic>=2.13.4
Requires-Dist: pydantic-settings>=2.14.2
Requires-Dist: pyqt6>=6.11.0
Requires-Dist: pytest>=9.1.1
Requires-Dist: scipy>=1.18.0
Requires-Dist: thetadata>=1.0.9

# Welcome to VolForge - An implied volatility surface blacksmith

# Quickstart

- Checkout repo
- use `uv sync` to create venv
- Add `.env.` file with [Thetadata](https://www.thetadata.net/) API key
  
  THETADATA_API_KEY="your_api_key_here"
  
- run `example_scripts/fetch_data_and_plot_surface.py`
# Features:

- Downloads option price data from Thetadata. (has all OPRA-listed options EOD prices for free)
- Cleans the quotes
- Computes Implied Forward curve
- Constructs implied vol surface for bid/ask/mid - using both Put and Call quotes
- Visualizes the data

Examples

<img width="2000" height="1200" alt="slice" src="https://github.com/user-attachments/assets/beec6465-8d20-49e5-a4dd-987843fcf5cd" />


<img width="2000" height="1200" alt="surface" src="https://github.com/user-attachments/assets/bc4befa6-aabd-4c62-bf0d-d8453b3a1814" />

May be used freely for non-commerical / research projects
