v1.0.2

What's Changed

• Enforce upper and lower bounds for implied volatility by @BimaMalabonga in #4

New Contributors

• @BimaMalabonga made their first contribution in #4

Full Changelog: 1.0.1...1.0.2

v1.0.1

What's Changed

• Fix case where implied volatility is outside the initial range by @SpellChucker in #2
• Update supported PHP versions and CI matrix by @zoispag in #3

New Contributors

• @zoispag made their first contribution in #1
• @SpellChucker made their first contribution in #2

Full Changelog: 1.0.0...1.0.1

v1.0.0

1.0.0

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