PHPackages                             kyos/options-calculator - PHPackages - PHPackages  [Skip to content](#main-content)[PHPackages](/)[Directory](/)[Categories](/categories)[Trending](/trending)[Leaderboard](/leaderboard)[Changelog](/changelog)[Analyze](/analyze)[Collections](/collections)[Log in](/login)[Sign up](/register)

1. [Directory](/)
2. /
3. [Utility & Helpers](/categories/utility)
4. /
5. kyos/options-calculator

ActiveLibrary[Utility & Helpers](/categories/utility)

kyos/options-calculator
=======================

A collection of methods to calculate option prices, greeks & implied volatilities

1.0.2(2y ago)5281.5k↓15.8%2MITPHPPHP ^7.4|^8.0|^8.1|^8.2|^8.3

Since Aug 13Pushed 2y ago2 watchersCompare

[ Source](https://github.com/kyosenergy/options-calculator)[ Packagist](https://packagist.org/packages/kyos/options-calculator)[ Docs](https://github.com/kyosenergy/options-calculator)[ RSS](/packages/kyos-options-calculator/feed)WikiDiscussions master Synced 1mo ago

READMEChangelog (3)Dependencies (4)Versions (4)Used By (0)

[![banner](.github/banner.png)](.github/banner.png)

Option Valuation Calculator
===========================

[](#option-valuation-calculator)

[![Latest Version on Packagist](https://camo.githubusercontent.com/1252660e3682ca36b2e717951fcd57cd7a3effb1ca93680a03e6ae12b0e1ba1e/68747470733a2f2f696d672e736869656c64732e696f2f7061636b61676973742f762f6b796f732f6f7074696f6e732d63616c63756c61746f722e7376673f7374796c653d666c61742d737175617265)](https://packagist.org/packages/kyos/options-calculator)[![GitHub Tests Action Status](https://github.com/kyosenergy/options-calculator/actions/workflows/run-tests.yml/badge.svg)](https://github.com/kyosenergy/options-calculator/actions/workflows/run-tests.yml)[![GitHub Code Style Action Status](https://camo.githubusercontent.com/891eea3d7d75c614089a975b6d5f1e92ee3acf9203106b4545af4aaf9986d3c8/68747470733a2f2f696d672e736869656c64732e696f2f6769746875622f776f726b666c6f772f7374617475732f6b796f73656e657267792f6f7074696f6e732d63616c63756c61746f722f436865636b253230262532306669782532307374796c696e673f6c6162656c3d636f64652532307374796c65)](https://github.com/kyosenergy/options-calculator/actions?query=workflow%3A%22Check+%26+fix+styling%22+branch%3Amaster)[![Total Downloads](https://camo.githubusercontent.com/beb2f515cb388a8731613a21cf9ade24cfea71bb6a499f409c468d36840cda68/68747470733a2f2f696d672e736869656c64732e696f2f7061636b61676973742f64742f6b796f732f6f7074696f6e732d63616c63756c61746f722e7376673f7374796c653d666c61742d737175617265)](https://packagist.org/packages/kyos/options-calculator)

**A collection of methods to calculate option prices, greeks & implied volatilities.**

Range of supported products:

- European options on futures, using the Black'76 methodology.

Range of supported methodologies to derive implied volatilities:

- Bisection search algorithm.

Installation
------------

[](#installation)

You can install the package via composer:

```
composer require kyos/options-calculator
```

Usage
-----

[](#usage)

```
use Kyos\OptionsCalculator\Black76;

$bs = new Black76();
echo $bs->getValues(Black76::CALL, 10.5, 12, 0.082, 0.60);
// [
//     'value' => 0.2405826183655344,
//     'delta' => 0.24449431791580983,
//     'gamma' => 0.17399585222314845,
//     'vega' => 0.009438057012140243,
//     'theta' => -3.450541861184725,
//     'rho' => -0.00019727774705973822,
// ]

echo $bs->getValues(Black76::PUT, 10.5, 12, 0.082, 0.60);
// [
//     'value' => 1.7393531225277215,
//     'delta' => -0.7546860181923143,
//     'gamma' => 0.17399585222314845,
//     'vega' => 0.009438057012140243,
//     'theta' => -3.435554156143103,
//     'rho' => -0.0014262695604727318,
// ]

echo $bs->getImpliedVolatility(Black76::CALL, 10.5, 12, 0.082, 0.2405826183655344);
// 0.60
echo $bs->getImpliedVolatility(Black76::PUT, 10.5, 12, 0.082, 1.7393531225277215);
// 0.60
```

Testing
-------

[](#testing)

```
composer test
```

Changelog
---------

[](#changelog)

Please see [CHANGELOG](CHANGELOG.md) for more information on what has changed recently.

Contributing
------------

[](#contributing)

Please see [CONTRIBUTING](.github/CONTRIBUTING.md) for details.

Security Vulnerabilities
------------------------

[](#security-vulnerabilities)

Please review [our security policy](../../security/policy) on how to report security vulnerabilities.

Credits
-------

[](#credits)

- [Emilian Enev](https://github.com/Enev)
- [Zois Pagoulatos](https://github.com/zoispag)
- [All Contributors](../../contributors)

License
-------

[](#license)

The MIT License (MIT). Please see [License File](LICENSE.md) for more information.

###  Health Score

40

—

FairBetter than 88% of packages

Maintenance20

Infrequent updates — may be unmaintained

Popularity41

Moderate usage in the ecosystem

Community14

Small or concentrated contributor base

Maturity68

Established project with proven stability

 Bus Factor1

Top contributor holds 70% of commits — single point of failure

How is this calculated?**Maintenance (25%)** — Last commit recency, latest release date, and issue-to-star ratio. Uses a 2-year decay window.

**Popularity (30%)** — Total and monthly downloads, GitHub stars, and forks. Logarithmic scaling prevents top-heavy scores.

**Community (15%)** — Contributors, dependents, forks, watchers, and maintainers. Measures real ecosystem engagement.

**Maturity (30%)** — Project age, version count, PHP version support, and release stability.

###  Release Activity

Cadence

Every ~452 days

Total

3

Last Release

836d ago

PHP version history (2 changes)1.0.0PHP ^7.4|^8.0

1.0.1PHP ^7.4|^8.0|^8.1|^8.2|^8.3

### Community

Maintainers

![](https://www.gravatar.com/avatar/43083753eb866efcb3659e35be62f307b216189a99dfa7db2beb306bbfb88cba?d=identicon)[kyos](/maintainers/kyos)

![](https://www.gravatar.com/avatar/facb4bba2491d805552170576c76ee92e17a888ca94fc20dd151c25c23f74fcc?d=identicon)[zoispag](/maintainers/zoispag)

---

Top Contributors

[![zoispag](https://avatars.githubusercontent.com/u/21138205?v=4)](https://github.com/zoispag "zoispag (7 commits)")[![BimaMalabonga](https://avatars.githubusercontent.com/u/80679054?v=4)](https://github.com/BimaMalabonga "BimaMalabonga (2 commits)")[![SpellChucker](https://avatars.githubusercontent.com/u/6580569?v=4)](https://github.com/SpellChucker "SpellChucker (1 commits)")

---

Tags

black-scholesblack76option-pricingoptionsphpoptionsblack-76black-scholes

###  Code Quality

TestsPest

Static AnalysisPsalm

Code StylePHP CS Fixer

Type Coverage Yes

### Embed Badge

![Health badge](/badges/kyos-options-calculator/health.svg)

```
[![Health](https://phpackages.com/badges/kyos-options-calculator/health.svg)](https://phpackages.com/packages/kyos-options-calculator)
```

###  Alternatives

[symfony/options-resolver

Provides an improved replacement for the array\_replace PHP function

3.2k493.9M1.6k](/packages/symfony-options-resolver)[spatie/laravel-options

Create arrays of options from different sources

253294.8k2](/packages/spatie-laravel-options)[andreyryabin/sprint.options

Content options for 1C-Bitrix

185.7k](/packages/andreyryabin-sprintoptions)

PHPackages © 2026

[Directory](/)[Categories](/categories)[Trending](/trending)[Changelog](/changelog)[Analyze](/analyze)