OPT_SIMPLE_CHOOSER(call_put_flag,spot,strike,time1,time2,cost_of_carry,volatility)
call_put_flag: 'c' for a call and 'p' for a put
spot: spot price
strike: strike price
time1: time in years until the holder chooses a put or a call option
time2: time in years until the chosen option expires
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.