I have some software that spits out information about an option. Strike, underlying information, etc, but I cannot get the greeks using this software.
Given that these are American options, is there any way I can calculate the greeks using the given information?
I saw this saying that the Black-Scholes model can be used for American options with a few caveats. I'm wondering if I can take the formulas from this model for the greeks and get a reliable number out of it without knowing what technique the brokerage used to price the options. The only other option I can think of is running a model to "re-price" the option and then use those greeks, but that seems excessive. I feel like I should be able to get the greeks from the given information.
Can anyone help? Thanks!