OPT_BAW_AMER(call_put_flag,spot,strike,time,rate,cost_of_carry,volatility)
call_put_flag: 'c' for a call and 'p' for a put
spot: spot price
strike: strike price
time: time to maturity in days
rate: annualized risk-free interest rate
cost_of_carry: net cost of holding the underlying asset
volatility: annualized volatility of the asset
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.