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32 changes: 20 additions & 12 deletions README.md
Original file line number Diff line number Diff line change
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# Option pricing, Greeks, volatility and market regimes in Python

Price European and American options, calculate ten Greeks, solve implied
Price European and American options, calculate standard-five or all-ten Greeks, solve implied
volatility, and identify market regimes from price histories.

`morphiq-sdk` is a typed Python client for the MorphIQ API, with synchronous and
Expand All @@ -11,6 +11,12 @@ valuation, sensitivity analysis and market-regime identification.
See the [documentation index](https://github.com/MorphIQ-Labs/morphiq-sdk-python/blob/main/docs/README.md) for all feature guides and the
[Python API reference](https://github.com/MorphIQ-Labs/morphiq-sdk-python/blob/main/docs/API.md) for methods, models and errors.

This client targets API **v0.5.0**, including public model discovery,
standard-five Greeks, cost utilities and spend caps. SDK 0.1.x lacks these
additions; use the release containing this contract update or install this checkout.
See [model capabilities and migration](https://github.com/MorphIQ-Labs/morphiq-sdk-python/blob/main/docs/MODELS.md): BSM/BS1993 support batches
up to 100; QdFp and cash-dividend finite difference support single price and IV.

## Quickstart

### 1. Get API access
Expand Down Expand Up @@ -70,26 +76,26 @@ and prints the JSON response. Example response from the recorded synthetic fixtu

```json
{
"result": {
"price": 10.450583572185538,
"exercise_style": "european",
"option_type": "call",
"pricing_model": "black_scholes_merton",
"model_version": "black_scholes_merton/1"
},
"metadata": {
"request_id": "fixture-european",
"request_id": "fr-18e4e90129262501-0000000000000003",
"api_version": "v1",
"engine_version": "0.39.1",
"engine_version": "0.43.5",
"engines": [
{
"name": "morphiq-risk",
"version": "0.39.1",
"revision": "b4c29d492ff96dddf9b25f745d2be4d253202164"
"version": "0.43.5",
"revision": "43ca7f93b9edda6078b49950de6a8b7d51a3e3ef"
}
],
"units_charged": 1,
"compute_schedule_version": "2026-09-11"
},
"result": {
"price": 10.45058357218557,
"exercise_style": "european",
"option_type": "call",
"pricing_model": "black_scholes_merton",
"model_version": "black_scholes_merton/1"
}
}
```
Expand Down Expand Up @@ -207,3 +213,5 @@ docs/ Usage guides and contract documentation

The SDK, examples and notebooks are licensed under the
[MIT License](https://github.com/MorphIQ-Labs/morphiq-sdk-python/blob/main/LICENSE).

See [cost schedules and request quotes](docs/COST.md) for zero-CU discovery, conditional quotes, and the optional `max_cu` execution ceiling.
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