Lavender Gateway is your primary Greeks engine — dividend-aware, early-exercise-aware, with calibrated forward prices, ticking continuously across all 6,000+ OPRA names. Same wire format as nine common vendors, so you swap the host and your existing code works unchanged.
If your Greeks don't account for these effects, your hedges are off — and you may be taking on risk you're not seeing.
Continuous dividend yield is a convenient fiction. Near ex-dates, it produces hedge ratios that are materially wrong — and you don't find out until your P&L tells you.
Pricing American options with European models understates the value of deep ITM calls near ex-dividend dates. Your delta says one thing. The market says another.
Without proper borrow rate calibration, forward prices are inconsistent and put-call parity breaks down. Greeks computed from the wrong forward are wrong from the start.
Instantaneous theta is a mathematical abstraction. It doesn't tell you what your position will actually lose by this time tomorrow — especially over weekends and holidays.
Every number Gateway returns is documented and inspectable. The assumptions behind each Greek are exposed on every API response — so you can see exactly what went in, and validate the output against your own framework before you rely on it.
Each response carries the assumptions behind the number — dividends, forwards, rates. Nothing is hidden, and nothing has to be taken on faith.
Correct Greeks near ex-dividend dates, deep in the money, and across long weekends — the regimes where common shortcuts quietly diverge from the market.
Dividend-aware and early-exercise-aware throughout, with calibrated forward prices that keep put and call Greeks consistent — even in hard-to-borrow names.
Standard theta for smooth per-day risk, plus decay — what your position actually loses by the same time next trading day, weekends and holidays included.
Lavender speaks your vendor's wire format. Change the host in your existing code — everything else stays the same.
Nine compatibility layers. If you're already using any of these, you're already integrated with Lavender.
When your P&L depends on the accuracy of your Greeks, these are the things that matter most.
Point Gateway at the source you already use and run the two side by side — no rip-and-replace on day one. Where they agree, you trade with confidence; where they diverge — near ex-dates, deep ITM, illiquid strikes — Lavender shows you a difference worth investigating.
Vanna tells you how delta moves with vol. Charm tells you how it decays through time. Speed, color, volga, ultima — the second and third-order sensitivities that separate precise hedging from guessing.
Gateway runs locally on your own machine — Windows, macOS, or Linux. Your data path stays yours, with no external service sitting in the middle of your trading loop.
Lavender is for people whose P&L depends on the accuracy of their Greeks — and who refuse to take a single number on faith.
Begin with a 7-day free trial. After that, one flat price per instance — month-to-month, cancel any time.
Join Lavender Discord and run /surf, /skew, /term, or /greeks on any ticker. Get an instant professional-grade volatility chart — the same engine that powers Gateway. 100 commands free per day. No credit card required.
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