final int n = 1001;
final OptionDefinition call1 = new EuropeanVanillaOptionDefinition(SPOT * .9, EXPIRY, true);
final OptionDefinition put1 = new EuropeanVanillaOptionDefinition(SPOT * .9, EXPIRY, false);
final OptionDefinition call2 = new EuropeanVanillaOptionDefinition(SPOT * 1.1, EXPIRY, true);
final OptionDefinition put2 = new EuropeanVanillaOptionDefinition(SPOT * 1.1, EXPIRY, false);
final AnalyticOptionModel<OptionDefinition, StandardOptionDataBundle> bsm = new BlackScholesMertonModel();
TreeOptionModel<OptionDefinition, StandardOptionDataBundle> treeModel = new BinomialOptionModel<>(CRR, n, 5);
assertGreeks(call1, treeModel, bsm);
assertGreeks(put1, treeModel, bsm);
assertGreeks(call2, treeModel, bsm);
assertGreeks(put2, treeModel, bsm);