量化研究与实盘平台Poboquant可以非常方便地以python代码计算期权的BS理论价格和希腊值，基本是一个函数解决，比如
        #Get BS Price 这里开始计算BS 理论价格，可以用于和期权市场价格对比
        BSPrice=CalOBJ.GetOptionBSPrice(OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear)
        #GetOptionBSPrice(direct, type, stockprice, strikeprice, volatility, r, t)
        print "BS Theory Price is "+ str(BSPrice) +" vs option market price "+str(dyndata1)
        
        #Cal Opt Greeks #这里开始计算希腊值 Delta
        #GetOptionDelta(direct,type,stockprice,strikeprice,volatility,r,t)
        OptDelta=CalOBJ.GetOptionDelta(OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear)
        print "Option Delta is "+ str(OptDelta)
        #Theta
        OptTheta=CalOBJ.GetOptionTheta(OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear)
        print "Option Theta is "+ str(OptTheta)
        #Gamma
        OptGamma=CalOBJ.GetOptionGamma(OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear)
        print "Option Gamma is "+ str(OptGamma)
        
        #Vega
        OptVega=CalOBJ.GetOptionVega(OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear)
        print "Option Vega is "+str(OptVega)
        #Rho
        OptRho=CalOBJ.GetOptionRho(OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear)
        print "Option Rho is "+str(OptRho)

当然一些变量，比如 OptDirection,AssetType,AssetPrice,StrikePrice,HisVola,InterestRate,ExpireinYear需要事先定义，请参考完整代码

完整代码可参考 https://github.com/qmhedging/pob ... %20and%20BS%20Price
更多范例代码可见 https://github.com/qmhedging/poboquant
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