Module bs 

Black–Scholes helpers for synthetic option marks.

Functions

bs_delta

bs_price

European option mid price. is_put selects put vs call. sigma is decimal vol (0.20 = 20%).

norm_cdf

Standard normal CDF (Abramowitz & Stegun approximation).

vertical_credit

Credit vertical mid: short premium − long premium (both same right).

vertical_debit_to_close

Debit to close a short credit vertical ≈ same formula as credit at current marks.

years_from_dte