final double value = option.NPV();
calculated.put("delta", option.delta());
calculated.put("gamma", option.gamma());
calculated.put("theta", option.theta());
calculated.put("rho", option.rho());
calculated.put("divRho", option.dividendRho());
calculated.put("vega", option.vega());
if (value > spot.value() * 1.0e-5) {
// perturb spot and get delta and gamma
final double du = u * 1.0e-5;