call_put_flag: 'c' for a call and 'p' for a put
spot: spot price
strike: strike price
time: time to maturity in years
rate: the annualized rate of interest
volatility: annualized volatility of the asset in percent for the period through to the exercise date
lambda: expected number of 'jumps' per year
gamma: proportion of volatility explained by the 'jumps'
OPT_JUMP_DIFF models the theoretical price of an option according to the Jump Diffusion process (Merton).