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I wrote this code just after learning python so its readability is very poor and it is not object oriented. Not a high priority for me to go back and clean it up right now, but I had received a few random emails requesting the code, so I wanted to put it up. This code requires my Black-Scholes python library, which has Standard Black-Scholes Greeks. It also requires scipy for some numerical integration and optimization function calls. Hope you find it useful even with all these restrictions.