Institutional-Grade Options Analytics API. Without the Institutional Friction.

Your Greeks are only as good
as your model.

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.

7 days free · payment method required, no charge if cancelled before trial ends · live Greeks in minutes
Gateway $450 / instance / month after trial  ·  up to 3 users  ·  month-to-month
Runs on Windows | macOS | Linux

The Problem

These modeling gaps
cost real money.

If your Greeks don't account for these effects, your hedges are off — and you may be taking on risk you're not seeing.

01

Wrong dividends, wrong delta

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.

02

Ignoring early exercise

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.

03

Broken forward prices

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.

04

Time decay that misleads

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.


The Solution

Fix these gaps today.
One line of code.

Dividend-Aware, Early Exercise-Aware
Discrete dividends, early exercise handling, and implied borrow rates calibrated per expiry for stable forward prices and put-call parity.
Trader-Intuitive Time Decay
Decay measures what your position actually loses by the same time next trading day — weekends and holidays included. Theta gives the smooth per-day rate. Both are computed; you choose which fits your workflow.
Extended Greeks Through Third Order
Vanna, charm, volga, speed, color, ultima, and more. Computed robustly across the full chain — not just ATM.
Nine Vendor-Compatible APIs
Vendor-compatible endpoints for Alpaca, AlphaVantage, Intrinio, LiveVol, MarketData.app, Orats, Polygon.io, ThetaData, and Tradier. Change the host — your existing code works unchanged.
Full OPRA — Ticking Continuously
Implied volatility and Greeks computed and refreshed continuously across ~6,000 underlying names — the full OPRA universe. Delivered via REST, built for production trading.
greeks_response.json
// SPY Dec 2026 570 Call

"osym": "SPY 261218C00570000",
"und_price": 567.41,
"lav_vol": 0.1847,
"lav_theo": 22.14,

core greeks "delta": 0.4823,
"gamma": 0.0341,
"vega": 0.2187,
"theta": -0.0892,
"decay": -0.0631,
"rho": 0.1204,

second order "vanna": 0.4221,
"charm": -2.1382,
"volga": 5.9757,

third order "speed": 0.0003,
"zomma": -0.0750,
"color": -3.0092,
"ultima": -58.6674

Verification

No black box.
Independently verifiable.

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.

Transparency

Every input, exposed

Each response carries the assumptions behind the number — dividends, forwards, rates. Nothing is hidden, and nothing has to be taken on faith.

Accuracy

Right where approximations break

Correct Greeks near ex-dividend dates, deep in the money, and across long weekends — the regimes where common shortcuts quietly diverge from the market.

Forwards

Calibrated forward prices

Dividend-aware and early-exercise-aware throughout, with calibrated forward prices that keep put and call Greeks consistent — even in hard-to-borrow names.

Time Decay

Two views of time decay

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.

Every field is documented and every output is inspectable. Validate Gateway against your own risk framework — before you rely on a single number.
Read the documentation

Vendor Compatibility

Already integrated.
Zero migration work.

Lavender speaks your vendor's wire format. Change the host in your existing code — everything else stays the same.

Alpaca
AlphaVantage
Intrinio
LiveVol
MarketData.app
Orats
Polygon.io
ThetaData
Tradier

Nine compatibility layers. If you're already using any of these, you're already integrated with Lavender.


Why It's Different

What makes this
worth the switch.

When your P&L depends on the accuracy of your Greeks, these are the things that matter most.

Confidence

Numbers you can stand behind

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.

Depth

See how your Greeks change

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.

Control

Runs where you do

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.


Who It's For

Built for serious practitioners.

Lavender is for people whose P&L depends on the accuracy of their Greeks — and who refuse to take a single number on faith.

Not designed for: signal-following or paper trading
Quantitative & systematic options traders
Running strategies where modeling differences translate directly to P&L — and where a second independent source is a risk management tool, not a luxury.
Developers building trading systems
Integrating options analytics into proprietary platforms, backtesting frameworks, or execution systems. Nine vendor-compatible endpoints mean you're likely already integrated.
Volatility researchers & hedge fund analysts
Comparing Greeks across models, validating positions with an independent source, and analyzing how risk sensitivities diverge near ex-dates, deep ITM, or in illiquid strikes.
Solo traders and small shops needing a primary Greeks source
Building from scratch or moving from another provider? Lavender works as your primary Greeks engine — institutional-grade math, month-to-month pricing, and setup measured in minutes.

Pricing & Trial

Start free.
Then one simple price.

Begin with a 7-day free trial. After that, one flat price per instance — month-to-month, cancel any time.

7-Day Free Trial
Gateway — Standard
$450 / instance / month
Up to 3 users per instance  ·  Month-to-month, cancel any time  ·  Runs on Windows, macOS & Linux
Dividend-aware, early-exercise-aware Greeks across all 6,000+ OPRA names
Extended Greeks through third order — vanna, charm, volga, speed, color, and more
Nine vendor-compatible API endpoints — swap the host and your existing code works unchanged
Calibrated forward prices and borrow rates per expiry — put-call parity enforced
Trader-intuitive time decay — decay to next trading day (weekends and holidays included), plus standard theta
Not ready to commit?

See the analytics engine in action — free.

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.

Join Lavender Discord — Free

Free to join  ·  100 commands per day  ·  no credit card required

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