Pricer

• Super-fast and robust pricing of European and American vanillas, with accurate handling of cash dividends.
• Prices the whole US options universe on one box in a fraction of a second (without a table method!).
• Choice of several dividend pricing models actually used by the most successful options trading firms.
• Covers options on stocks, ETFs, futures, and indices.
• Handles large borrow costs and any number of cash dividends.
• Has all greeks: delta, gamma, vega, volga, vanna, rho, rhoBorrow, theta, fugit.
• Fast and accurate implied vol calculation for any dividend model.

Greeks as a Function of Strike