Finance: Black Scholes Model not working

[buran]

shouldn't you using historical volatility, not implied volatility?

looking further at the source code. if volatility == 0, the if volatility: will be False and the rest of the block will not be executed and the greeks will be None. However if you look at internal methods like _delta(), _delta2() etc., some of them have if self.volatility == 0 or self.daysToExpiration == 0. So there is problem - there is special handling of case when volatility == 0, yet, it never get executed.