# OptionVisualizer Wrapper
Wrapper for https://github.com/GBERESEARCH/optionvisualizer - now methods output **plotly** fig objects instead of `None`, giving you the flexibility of further processing the plots and converting them to different formats that can be displayed and interacted with outside of jupyter notebooks.
<!-- Wrapper for https://github.com/GBERESEARCH/optionvisualizer . -->
<!-- If you only want to see the visualizations in jupyter notebooks, just use the original `optionvisualizer` package is fine. -->
<!-- Demo: https://gist.github.com/tddschn/984962bd09eceb5c736cae945eabeea8 -->
This library provides a wrapper around the excellent `optionvisualizer` package, ensuring that all plotting functions consistently return Plotly `Figure` objects. This makes it easier to integrate with other Plotly-based tools, save figures in various formats, and customize plots further.
- [OptionVisualizer Wrapper](#optionvisualizer-wrapper)
- [Key Features](#key-features)
- [Installation](#installation)
- [Usage Examples](#usage-examples)
- [API Comparison with `optionvisualizer`](#api-comparison-with-optionvisualizer)
## Key Features
* **Consistent Plotly Output:** All plotting functions (`visualize`, `greeks`, `payoffs`) return `plotly.graph_objects.Figure` instances.
* **Mirrored API:** The API closely mirrors the original `optionvisualizer`, making it easy to transition. You can use the same function names and parameters.
* **Simplified Usage:** No need to juggle `interactive`, `notebook`, and `web_graph` flags. The wrapper handles this internally.
* **Full Functionality:** Provides access to all the core features of `optionvisualizer`, including:
* Option pricing (Black-Scholes)
* Greek calculations (analytical and numerical)
* Barrier option pricing
* 2D and 3D Greek visualizations
* Payoff diagrams for various option strategies
## Installation
<!-- ### pipx
This is the recommended installation method.
```
$ pipx install optionvisualizer-wrapper
``` -->
[PyPI](https://pypi.org/project/optionvisualizer-wrapper/)
```
$ pip install optionvisualizer-wrapper
```
## Usage Examples
Output of the code below: https://gist.github.com/tddschn/984962bd09eceb5c736cae945eabeea8
```python
from optionvisualizer_wrapper import OptionVisualizerWrapper
# Create an instance of the wrapper
wrapper = OptionVisualizerWrapper()
# --- Option Pricing and Greeks ---
# Calculate the price of a call option
price = wrapper.option_data(
option_value="price", S=100, K=105, T=0.5, r=0.01, sigma=0.2, option="call"
)
print(f"Call Option Price: {price}")
# Calculate Delta (using analytical method by default)
delta = wrapper.sensitivities(greek="delta", S=100, K=100, T=0.5, r=0.01, sigma=0.2)
print(f"Delta: {delta}")
# Calculate Delta numerically
delta_num = wrapper.sensitivities(
greek="delta", S=100, K=100, T=0.5, r=0.01, sigma=0.2, num_sens=True
)
print(f"Numerical Delta: {delta_num}")
# Calculate Barrier Option Price
barrier_price = wrapper.barrier(
S=100, K=95, H=110, R=0, T=1, r=0.05, q=0, sigma=0.3, option='call', barrier_direction='up', knock='in'
)
print(f"Barrier Option Price: {barrier_price}")
# --- 3D Greek Visualization ---
# Visualize Vega in 3D
fig_3d = wrapper.visualize(
risk=True,
graphtype="3D",
greek="vega",
S=100,
T=0.75,
r=0.02,
sigma=0.25,
direction="long",
colorscheme="Viridis",
)
fig_3d.show()
# Save the figure to an HTML file
fig_3d.write_html("vega_3d.html")
# --- 2D Greek Visualization ---
fig_2d = wrapper.visualize(
risk=True,
graphtype="2D",
x_plot="price",
y_plot="delta",
S=100,
G1=90,
G2=100,
G3=110,
T=0.5,
r=0.02,
sigma=0.25,
)
fig_2d.show()
# --- Payoff Diagram ---
# Visualize a straddle payoff
fig_payoff = wrapper.visualize(
risk=False, combo_payoff="straddle", S=100, K=100, T=0.25, r=0.01, sigma=0.3
)
fig_payoff.show()
# Visualize a call option payoff
fig_call_payoff = wrapper.visualize(
risk=False, payoff_type="call", S=100, K=100, T=0.25, r=0.01, sigma=0.3, direction='long', value=True
)
fig_call_payoff.show()
# --- Using greeks() method for 3D Greek Graph ---
fig_3d_greek = wrapper.greeks(
graphtype="3D", greek="gamma", S=100, T=0.75, r=0.02, sigma=0.25, direction="short"
)
fig_3d_greek.show()
# --- Using greeks() method for 2D Greek Graph ---
fig_2d_greek = wrapper.greeks(
graphtype="2D", x_plot="vol", y_plot="theta", S=100, T=0.75, r=0.02, sigma=0.25, direction="long"
, G1=90, G2=100, G3=110
)
fig_2d_greek.show()
# --- Using payoffs() method ---
fig_payoff = wrapper.payoffs(
payoff_type="butterfly", S=100, K1=90, K2=100, K3=110, T=0.75, r=0.02, sigma=0.25, direction="long"
)
fig_payoff.show()
```
## API Comparison with `optionvisualizer`
The `OptionVisualizerWrapper` aims to provide a very similar API to the original `optionvisualizer.visualizer.Visualizer` class. Here's a breakdown of the similarities and key differences:
**Similarities:**
* **Method Names:** The core methods have the same names:
* `option_data()`
* `sensitivities()`
* `barrier()`
* `visualize()`
* `greeks()`
* `payoffs()`
* **Parameters:** The methods accept (almost) all the same parameters as the original methods. You can use the same keyword arguments (e.g., `S`, `K`, `T`, `r`, `sigma`, `option`, `greek`, `direction`, `combo_payoff`, etc.).
* **Functionality:** The underlying calculations and plotting logic are identical, as the wrapper simply calls the original library's functions.
**Key Differences:**
1. **Return Values (Plotting):**
* **`optionvisualizer`:** The `visualize()`, `greeks()` and `payoffs()` methods in the original library *display* graphs (either using Matplotlib or by opening a browser window for Plotly) and return `None`. To get the Plotly figure object, you had to use specific combinations of `interactive`, `notebook`, and `web_graph` flags, which could be confusing. Or, you could use `data_output=True` to get the *data* used to create the plot, but not the figure object itself.
* **`OptionVisualizerWrapper`:** The `visualize()`, `greeks()` and `payoffs()` methods in the wrapper *always* return the Plotly `go.Figure` object. You no longer need to worry about the display flags. The wrapper handles the internal details to ensure you get the figure object.
2. **Simplified Usage (Plotting):** The wrapper eliminates the need to manage the `interactive`, `notebook`, and `web_graph` flags for getting Plotly figures. The wrapper handles the internal details.
3. **No `animated_gif`:** The wrapper does *not* include the `animated_gif` method from the original library. Creating animated GIFs is a separate concern and can be handled using other libraries if needed (or potentially added as a separate feature to the wrapper).
4. **`graphtype` is restricted to 2D and 3D for `greeks` and `visualize` methods:** `graphtype` argument is now type hinted with `Literal["2D", "3D"]` and raises a `ValueError` if any other value supplied.
In essence, the wrapper provides a *cleaner, more consistent interface* for generating Plotly visualizations from `optionvisualizer`'s powerful calculations, while retaining the familiar API. It's a thin layer that makes the library more convenient to use in a Plotly-centric workflow.
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"description": "# OptionVisualizer Wrapper\n\nWrapper for https://github.com/GBERESEARCH/optionvisualizer - now methods output **plotly** fig objects instead of `None`, giving you the flexibility of further processing the plots and converting them to different formats that can be displayed and interacted with outside of jupyter notebooks.\n\n<!-- Wrapper for https://github.com/GBERESEARCH/optionvisualizer . -->\n\n<!-- If you only want to see the visualizations in jupyter notebooks, just use the original `optionvisualizer` package is fine. -->\n\n<!-- Demo: https://gist.github.com/tddschn/984962bd09eceb5c736cae945eabeea8 -->\n\nThis library provides a wrapper around the excellent `optionvisualizer` package, ensuring that all plotting functions consistently return Plotly `Figure` objects. This makes it easier to integrate with other Plotly-based tools, save figures in various formats, and customize plots further.\n\n- [OptionVisualizer Wrapper](#optionvisualizer-wrapper)\n - [Key Features](#key-features)\n - [Installation](#installation)\n - [Usage Examples](#usage-examples)\n - [API Comparison with `optionvisualizer`](#api-comparison-with-optionvisualizer)\n\n\n## Key Features\n\n* **Consistent Plotly Output:** All plotting functions (`visualize`, `greeks`, `payoffs`) return `plotly.graph_objects.Figure` instances.\n* **Mirrored API:** The API closely mirrors the original `optionvisualizer`, making it easy to transition. You can use the same function names and parameters.\n* **Simplified Usage:** No need to juggle `interactive`, `notebook`, and `web_graph` flags. The wrapper handles this internally.\n* **Full Functionality:** Provides access to all the core features of `optionvisualizer`, including:\n * Option pricing (Black-Scholes)\n * Greek calculations (analytical and numerical)\n * Barrier option pricing\n * 2D and 3D Greek visualizations\n * Payoff diagrams for various option strategies\n\n## Installation\n\n<!-- ### pipx\n\nThis is the recommended installation method.\n\n```\n$ pipx install optionvisualizer-wrapper\n``` -->\n\n[PyPI](https://pypi.org/project/optionvisualizer-wrapper/)\n\n```\n$ pip install optionvisualizer-wrapper\n```\n\n\n## Usage Examples\n\nOutput of the code below: https://gist.github.com/tddschn/984962bd09eceb5c736cae945eabeea8\n\n```python\nfrom optionvisualizer_wrapper import OptionVisualizerWrapper\n\n# Create an instance of the wrapper\nwrapper = OptionVisualizerWrapper()\n\n# --- Option Pricing and Greeks ---\n\n# Calculate the price of a call option\nprice = wrapper.option_data(\n option_value=\"price\", S=100, K=105, T=0.5, r=0.01, sigma=0.2, option=\"call\"\n)\nprint(f\"Call Option Price: {price}\")\n\n# Calculate Delta (using analytical method by default)\ndelta = wrapper.sensitivities(greek=\"delta\", S=100, K=100, T=0.5, r=0.01, sigma=0.2)\nprint(f\"Delta: {delta}\")\n\n# Calculate Delta numerically\ndelta_num = wrapper.sensitivities(\n greek=\"delta\", S=100, K=100, T=0.5, r=0.01, sigma=0.2, num_sens=True\n)\nprint(f\"Numerical Delta: {delta_num}\")\n\n# Calculate Barrier Option Price\nbarrier_price = wrapper.barrier(\n S=100, K=95, H=110, R=0, T=1, r=0.05, q=0, sigma=0.3, option='call', barrier_direction='up', knock='in'\n)\nprint(f\"Barrier Option Price: {barrier_price}\")\n\n\n# --- 3D Greek Visualization ---\n\n# Visualize Vega in 3D\nfig_3d = wrapper.visualize(\n risk=True,\n graphtype=\"3D\",\n greek=\"vega\",\n S=100,\n T=0.75,\n r=0.02,\n sigma=0.25,\n direction=\"long\",\n colorscheme=\"Viridis\",\n)\nfig_3d.show()\n# Save the figure to an HTML file\nfig_3d.write_html(\"vega_3d.html\")\n\n\n# --- 2D Greek Visualization ---\nfig_2d = wrapper.visualize(\n risk=True,\n graphtype=\"2D\",\n x_plot=\"price\",\n y_plot=\"delta\",\n S=100,\n G1=90,\n G2=100,\n G3=110,\n T=0.5,\n r=0.02,\n sigma=0.25,\n)\nfig_2d.show()\n\n# --- Payoff Diagram ---\n\n# Visualize a straddle payoff\nfig_payoff = wrapper.visualize(\n risk=False, combo_payoff=\"straddle\", S=100, K=100, T=0.25, r=0.01, sigma=0.3\n)\nfig_payoff.show()\n\n# Visualize a call option payoff\nfig_call_payoff = wrapper.visualize(\n risk=False, payoff_type=\"call\", S=100, K=100, T=0.25, r=0.01, sigma=0.3, direction='long', value=True\n)\nfig_call_payoff.show()\n\n# --- Using greeks() method for 3D Greek Graph ---\n\nfig_3d_greek = wrapper.greeks(\n graphtype=\"3D\", greek=\"gamma\", S=100, T=0.75, r=0.02, sigma=0.25, direction=\"short\"\n)\nfig_3d_greek.show()\n\n# --- Using greeks() method for 2D Greek Graph ---\n\nfig_2d_greek = wrapper.greeks(\n graphtype=\"2D\", x_plot=\"vol\", y_plot=\"theta\", S=100, T=0.75, r=0.02, sigma=0.25, direction=\"long\"\n , G1=90, G2=100, G3=110\n)\n\nfig_2d_greek.show()\n# --- Using payoffs() method ---\n\nfig_payoff = wrapper.payoffs(\n payoff_type=\"butterfly\", S=100, K1=90, K2=100, K3=110, T=0.75, r=0.02, sigma=0.25, direction=\"long\"\n)\n\nfig_payoff.show()\n```\n\n## API Comparison with `optionvisualizer`\n\nThe `OptionVisualizerWrapper` aims to provide a very similar API to the original `optionvisualizer.visualizer.Visualizer` class. Here's a breakdown of the similarities and key differences:\n\n**Similarities:**\n\n* **Method Names:** The core methods have the same names:\n * `option_data()`\n * `sensitivities()`\n * `barrier()`\n * `visualize()`\n * `greeks()`\n * `payoffs()`\n* **Parameters:** The methods accept (almost) all the same parameters as the original methods. You can use the same keyword arguments (e.g., `S`, `K`, `T`, `r`, `sigma`, `option`, `greek`, `direction`, `combo_payoff`, etc.).\n* **Functionality:** The underlying calculations and plotting logic are identical, as the wrapper simply calls the original library's functions.\n\n**Key Differences:**\n\n1. **Return Values (Plotting):**\n * **`optionvisualizer`:** The `visualize()`, `greeks()` and `payoffs()` methods in the original library *display* graphs (either using Matplotlib or by opening a browser window for Plotly) and return `None`. To get the Plotly figure object, you had to use specific combinations of `interactive`, `notebook`, and `web_graph` flags, which could be confusing. Or, you could use `data_output=True` to get the *data* used to create the plot, but not the figure object itself.\n * **`OptionVisualizerWrapper`:** The `visualize()`, `greeks()` and `payoffs()` methods in the wrapper *always* return the Plotly `go.Figure` object. You no longer need to worry about the display flags. The wrapper handles the internal details to ensure you get the figure object.\n\n2. **Simplified Usage (Plotting):** The wrapper eliminates the need to manage the `interactive`, `notebook`, and `web_graph` flags for getting Plotly figures. The wrapper handles the internal details.\n\n3. **No `animated_gif`:** The wrapper does *not* include the `animated_gif` method from the original library. 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