Verify the Greeks

European Greeks reproduce from the inputs we publish.

Verifying Terminal's numbers

Terminal shows the same numbers as the API, so the same check applies to what you see in Terminal.

A worked result

An SPX 6600 call expiring Dec 18 2026, from the published pricing inputs (the chain field group): forward 6711.04, und_price 6583.72, vol 0.20805, t 0.7094, t_disc 0.71184 and rate 0.03699.

	Lavender	From the inputs
theo	508.7	508.7
delta	0.5684	0.5684
gamma	0.000338	0.000338
vega	21.60	21.60
theta	-0.816	-0.816
rho	23.02	23.02

Units are in Greek Conventions.

American options

Most US equity options are American: they can be exercised early, and Lavender prices that. On American contracts the Greeks part from a European calculation where early exercise matters: near ex-dividend dates, deep in the money, and in hard-to-borrow names.

See the difference on any ticker

On the free Lavender Discord, /bscomp ticker:AAPL plots the difference between Lavender's American Greeks and the European equivalents on any OPRA-listed ticker.