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Excel Integration

Lavender Greeks work in Excel through three approaches, from simplest to most powerful. Pick the one that fits your workflow.

1. Power Query (no code)

The fastest way to get Greeks into Excel — no VBA, no macros.

  1. Data → From Web
  2. Paste this URL: 
    http://localhost:2112/l1/greeks?root=AAPL&format=csv
  3. Click Load — all Greeks appear as a table
  4. Data → Refresh All to update

Filter before you fetch

Add parameters to limit the data: 

http://localhost:2112/l1/greeks?root=AAPL&right=call&max_days=60&format=csv
The gateway returns only matching contracts — no need to filter in Excel.

Multiple underlyings

Create one Power Query per underlying, or use comma-separated: 

http://localhost:2112/l1/greeks?underlying=AAPL,MSFT,GOOGL&format=csv

Term structure

One row per expiry — perfect for a term structure chart: 

http://localhost:2112/l1/greeks?root=AAPL&center=atf&right=call&greeks=chain&format=csv

A ready-to-use VBA module that fetches Greeks into a worksheet table and lets you look up individual values with formulas.

Install

  1. Download LavenderGreeks.bas
  2. Open Excel → Alt+F11 (VBA Editor)
  3. File → Import File → select LavenderGreeks.bas
  4. Close the VBA Editor

Fetch Greeks

Run the macro from Alt+F8 → RefreshGreeks:

RefreshGreeks "AAPL"              ' single ticker
RefreshGreeks "AAPL,MSFT,GOOGL"   ' multiple tickers
RefreshGreeks Range("A1:A10")      ' from a range of cells

This creates a LavGreeks worksheet with the full chain. One HTTP call per run — fast, no freezing.

Look up values

Use formulas that reference the cached table:

Formula Result
=GetGreek("AAPL","2026-06-19",250,"call","delta") 0.5234
=LavDelta("AAPL","2026-06-19",250,"call") 0.5234
=LavTheo("AAPL","2026-06-19",250,"put") 8.45
=LavIV("AAPL","2026-06-19",250,"call") 0.2781

Available shortcuts: LavUndPrice, LavDelta, LavGamma, LavVega, LavTheta, LavDecay, LavRho, LavTheo, LavIV.

For any field: =GetGreek(root, expiry, strike, right, field) where field is any column name from the API (e.g., "vanna", "charm", "lav_vol").

Refresh

  • Re-run RefreshGreeks to update (Alt+F8 or assign to a button)
  • Formulas recalculate automatically when the table updates

Don't call HTTP per cell

Excel freezes if every cell makes its own web request. The GetGreek function reads from the cached worksheet — no HTTP calls. Always use RefreshGreeks first to populate the cache, then GetGreek to look up values.

3. Browser (quick look)

Paste any Lavender URL with format=html into your browser for an instant Greeks table:

http://localhost:2112/l1/greeks?root=AAPL&format=html

You can copy-paste from the browser table directly into Excel. Good for one-off checks, not for live feeds.

Tips

  • Use greeks=core for most work — delta, gamma, vega, theta, rho, model price, IV. Add greeks=all only if you need extended Greeks.
  • Filter aggressively — right=call&max_days=60 or center=atf to keep the dataset small.
  • One query per underlying — RefreshGreeks "AAPL,MSFT" makes one HTTP call and returns ~5,000 rows in under a second.
  • All Greeks are per-share — multiply by 100 for per-contract values.