Options Analytics for Spreads

Integrate a financial library (e.g., py_vollib) to calculate option prices and Greeks (Delta, Gamma, Theta, Vega).

Create a function to calculate the aggregated Greeks for a multi-leg credit spread position.

Implement a function to calculate implied volatility for a given option contract from its market price.

Build functions to compute max profit, max loss, and breakeven points for a given credit spread.