final double vega = option.vega();
final double rho = option.rho();
// market price: simply guess something 10% higher than theoretical
//FIXME
final double ivol = option.impliedVolatility(value*1.10);
if (!quiet) {
QL.info(String.format("value = %13.9f", value));
QL.info(String.format("delta = %13.9f", delta));
QL.info(String.format("gamma = %13.9f", gamma));