Whether your current provider uses simplified Black-Scholes assumptions or a more sophisticated model, your Greeks are still one view. Lavender Gateway gives you a second, independently computed set — dividend-aware, early-exercise-aware, with calibrated forward prices — ticking continuously across ~6,000 OPRA names. Same wire format as your current vendor. One line to switch.
If your Greeks don't account for these effects, your hedges are off — and you're taking risk you can't see.
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.
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.
Run Lavender alongside your existing provider. Where the two agree, you trade with confidence. Where they diverge — near ex-dates, deep ITM, illiquid strikes — you have a signal 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.
Nine vendor-compatible endpoints mean zero integration work for most users. No new parsers, no schema mapping, no migration project. Change one URL and your existing code pulls Greeks from Lavender.
"Every architectural decision at Lavender comes from having lived the limitations of existing tools at a professional desk. We built what we needed — and couldn't find."
Lavender is for people whose P&L depends on the accuracy of their Greeks — and who know that one source isn't enough.
Month-to-month. Most users are running Greeks within the hour.
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