#options

Symfony bundle to reduce repetitive form field options: convention-based translation keys (form_snake.field_snake.label, .placeholder, .help), configurable defaults and multiple configs via YAML, and cascading option merge (global to field type to form to field).

Canary is a local Interactive Brokers risk desk for MCP, CLI, the paired app, and Go. Standard binaries and every MCP tool are read-only; gated broker actions require the separate trading build.

A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.

Rust crate providing a comprehensive enum-based classification of financial option contracts. It covers both standard vanilla options (European, American) and a wide range of exotic option types.

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

A standalone crate for handling financial instrument expiration dates in Rust.

Arbitrage-free SVI volatility surfaces in pure Rust — Raw, Jump-Wings & SSVI parametrisations, quasi-explicit & Levenberg-Marquardt calibration, butterfly & calendar-spread arbitrage checks. All math hand-rolled from primary sources. Zero dependencies. Part of the Regit OS, the operating system for investment products.

Provides an improved replacement for the array_replace PHP function

A mature, feature-complete library to parse command-line options.

Drop-in replacement for argparse with added support for config files and environment variables.

lightweight Rust crate providing fundamental enums for financial applications. These types are the building blocks used across trading systems, options pricing libraries, and portfolio management tools.

Production-quality volatility surface library for Rust