JSPM

Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back

Option pricing using the Black-Scholes formula.

Production-ready options analytics toolkit. Normalize broker data structures and calculate Black-Scholes, Greeks, and exposures with a clean, type-safe API. Built for trading platforms and fintech applications.

Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).

Math library for RMM-01.

Pricing tools using Black-Scholes

Finance utilities for JavaScript

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

Black Scholes Algorithm in pure JS

Calculate options prices, greeks and volatilities

Library for analytical pricings of financial derivatives under (log)normal distribution assumptions