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Fast, type-safe options analytics library for TypeScript. Black-Scholes pricing, Greeks (delta, gamma, vanna, charm), and dealer exposure metrics with broker-agnostic data normalization.

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FullStackCraft/floe

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floe

npm License TypeScript

Browser-only TypeScript functions for calculating Black-Scholes, Greeks, and dealer exposures with a clean, type-safe API. Built for use in trading platforms and fintech applications.

The same library that is used in Full Stack Craft's various fintech products including The Wheel Screener, LEAPS Screener, Option Screener, AMT JOY, and VannaCharm.

Quick Start / Documentation / Examples

fullstackcraft.github.io/floe

📋 Dual License

This project is dual-licensed:

  • MIT License - Free for individuals, personal projects, and non-commercial use
  • 💼 Commercial License - Required for businesses and commercial applications

Read full licensing details | Get Commercial License


Features

  • 🎯 Black-Scholes Pricing - Fast, accurate options pricing
  • 📊 Greeks Calculations - Delta, gamma, theta, vega, rho
  • 🔄 Dealer Exposure Metrics - GEX, VEX, and CEX exposures
  • 🔌 Broker-Agnostic - Normalize data from any broker
  • 💪 Type-Safe - Full TypeScript support
  • Zero Dependencies - Lightweight and fast

Installation

npm install @fullstackcraftllc/floe

License

Free for Individuals - Use the MIT License for personal, educational, and non-commercial projects.

Commercial License Required - Businesses and commercial applications must obtain a commercial license.

See LICENSE.md for full details.

Need a Commercial License? Contact us at hi@fullstackcraft.com

Pricing

Contact hi@fullstackcraft.com for pricing

Contributing

Contributions welcome! Please open an issue or PR.

By contributing, you agree that your contributions will be licensed under the same dual-license terms.

TODOs

  • Implied PDF calculations
  • Tradier integration, normalization, and docs
  • TradeStation integration, normalization, and docs
  • Interactive Brokers integration, normalization, and docs

Credits

Built with ❤️ by Full Stack Craft LLC


© 2025 Full Stack Craft LLC - All rights reserved.

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Fast, type-safe options analytics library for TypeScript. Black-Scholes pricing, Greeks (delta, gamma, vanna, charm), and dealer exposure metrics with broker-agnostic data normalization.

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License

Unknown and 2 other licenses found

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LICENSE.md
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LICENSE-COMMERCIAL
Unknown
LICENSE-MIT

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