polars-vol

Rust-powered Polars expressions for option pricing and volatility work — Black-Scholes prices, analytical Greeks and implied volatility, all elementwise and columnar. The README has the full API tour with code examples.

Getting Started

• Installation — pip, uv, and building from source.
• Quick Start — pricing and IV backfill in a few lines (in the README).

User Guide

• Black-Scholes speed comparison — the plugin vs vectorized numpy and scipy, and why the streaming engine matters.
• Newton vs Halley for implied volatility — the math behind the two root-finding methods, with runnable code.