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Changelog

All notable changes to options-calculator will be documented in this file.

1.0.2 - 2024-02-02

Enforce upper and lower bounds for implied volatility.

1.0.1 - 2024-02-02

Fix calculation when implied volatility is outside the initial range.

1.0.0 - 2021-08-13

Calculate option prices and greeks using Black'76 formula.
Derive implied volatilities using Black'76 formula and bisection method.