First packaged release: Black-Scholes-Merton core, portfolio aggregation, plotting layer and delta-neutral search.

Added

• Installable src/-layout package (option_calculator) with pyproject.toml, optional [plot] (matplotlib) and [dev] extras.
• OptionPosition dataclass with field validation.
• Optional continuously compounded risk-free rate r across the pricing engine.
• Input validation with clear ValueError messages for all pricing methods.
• Test suite (pytest) and GitHub Actions CI (Python 3.9–3.12, ruff + pytest).
• ruff linting/formatting configuration.
• Documentation: expanded README, CONTRIBUTING.md, CHANGELOG.md, docs/.

Changed

• Replaced the BSM → Pricing → Plot inheritance chain with composition.
• Pricing aggregators no longer mutate the input positions; an explicit exp argument overrides positions and exp = 0 is honoured.
• Search.searchDelta now returns a list of results instead of printing, and compares deltas with a tolerance.
• Deduplicated portfolio aggregation into a single _aggregate helper.
• Vega/Theta scaling and day-count constants are now named (VEGA_SCALE, DAYS_PER_YEAR).

Fixed

• Consistent dType handling across all methods (unknown types now raise instead of silently producing wrong results).
• Correct discounted intrinsic value for expired / zero-volatility options.

Full changelog: https://github.com/yzoz/python-option-calculator/blob/master/CHANGELOG.md