Institutional-grade options analytics

Stop approximating. See the risk.

Lavender computes option Greeks the way the contracts actually behave — American exercise, discrete dividends, real borrow, calibrated forward prices. Institutional-grade analytics, without the institutional overhead.

I trade a book → I build systems →

check every number reproduces from first principles to within 0.1% on European options

Why it matters

A number you can't check is a risk you can't see.

Most platforms compute Greeks with Black-Scholes and a continuous dividend yield. Those are exact for European options and an approximation for the American ones you trade — close enough in quiet markets, and least reliable exactly where risk concentrates: around dividends, early exercise, hard-to-borrow names, and in fast, gapping markets.

Lavender computes every Greek independently, exposes the assumptions behind it, and lets you reproduce the result yourself. That is the whole proposition.

How the engine works

One engine, three ways in

Pick the surface. The numbers don't change.

Whatever you use, you are working from the same engine — so research, production and the risk screen cannot disagree with each other.

For traders

Lavender Terminal

A desktop workstation: whole-book risk grouped and totaled, a 441-cell scenario matrix where every cell is a true reprice, and a volatility surface you can spin. Opens on a sample book, so you can judge it before connecting anything.

7-day free trial · then $390 / seat / month
Windows 10 / Server 2016 or later

Discover Terminal →

For developers & quants

Lavender Gateway

The same Greeks over REST, from a server running on your own machine. Nine vendor-compatible endpoints — change the host and your existing code works unchanged.

7-day free trial · then $450 / instance / month
Up to 3 users per instance · Windows 10+, macOS 12+, Linux (x64)

Explore Gateway →

For desks and firms

Lavender Enterprise

The engine run on your inputs and your methodology, deployed inside your own environment. Terminal seats for your traders and Gateway instances for your systems, on one input set.

Scoped per engagement
Network-isolated deployment

Lavender Enterprise →

The whole options picture, one workspace

Everything you hold, together — live.

A live montage, a true volatility surface, a complete Greeks picture, and a whole-book risk and scenario engine — all on your desktop, all on Lavender's own Greeks.

Lavender Terminal whole-book risk grid with dollar-Greeks and a hedge row — TerminalYour book grouped and totaled — every dollar-Greek, with the hedge ready to send.

What's my risk right now?

One grid, ten groupings, a pinned total, and live heat on every dollar-Greek — with a costed hedge and the exposure you'd be left holding.

What happens if?

Spot against volatility across a 441-cell grid where every cell reprices the whole book, plus Monte Carlo VaR and CVaR across correlated paths.

Can I trust these numbers?

P&L attribution that prints its residual instead of absorbing it, and an engine that reproduces from first principles.

Try Terminal free for 7 days → See what's inside

One analytics core behind every product

Six decisions that change every number downstream.

Discrete dividends

Modeled as the cash events they actually are, not as a continuous yield that quietly distorts delta near ex-dates.

Early exercise

Optimal exercise boundaries computed across strikes and maturities, so American contracts are priced as American contracts.

Calibrated funding

Implied borrow calibrated per expiry, enforcing put-call parity and keeping call and put Greeks consistent in hard-to-borrow names.

Market-aware time

One-trading-day decay alongside standard theta — what the position loses by this time on the next trading day, weekends and holidays handled.

Clean surface construction

A fitted surface built from the whole chain rather than a handful of anchors, with outliers handled rather than propagated.

Full-chain coverage

Implied volatility and Greeks through third order across ~6,000 underlyings — equities, ETFs and index options — computed robustly across every strike, not just at the money.

check paste our reference implementation into Python, R or Excel and compare

Already have a Greeks provider?

Then run both. That's the point.

Where the two agree, you trade with confidence. Where they diverge — near ex-dates, deep in the money, illiquid strikes — you have learned something worth investigating.

For systematic traders and quant researchers, an independent second source isn't an added cost. It's a risk management tool.

Skew and term structure charts from Lavender Terminal — TerminalSkew and term structure, in sync with the fitted surface.

See the engine run — free

Before you install anything.

Run eight commands in Lavender Discord — /greeks, /skew, /term, /surf, /grid, /rates, /volcomp and /bscomp — on any listed ticker, and get an instant chart back, privately. 100 commands a day, no payment method, nothing to install.

Join Lavender Discord — free → What you can run

Where to start

Seven days, full access, nothing held back.

Payment method required · no charge if you cancel before it ends. Month-to-month after that — cancel any time from your own portal, without asking us.

Start with Terminal → Start with Gateway → Read the FAQ

Independently computed option Greeks for traders, developers and researchers. One engine behind Terminal, Gateway and Discord.

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Lavender Terminal Lavender Gateway Lavender Discord Enterprise

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© 2026 Lavender Trading Solutions LLC · 30 N. Gould Street, Ste. 64595, Sheridan, WY 82801
Lavender Terminal is an analytics tool and does not provide investment advice.