OPT_COMPLEX_CHOOSER(call_put_flag,spot,strike_call,strike_put,time,time_call,time_put,rate,cost_of_carry,volatility)
OPT_COMPLEX_CHOOSER models the theoretical price of complex chooser options.
call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
spot is the spot price of the underlying asset.
strike_call is the strike price at which the option is struck, applicable if exercised as a call option.
strike_put is the strike price at which the option is struck, applicable if exercised as a put option.
time is the time in years until the holder chooses a put or a call option.
time_call is the time in years to maturity of the call option if chosen.
time_put is the time in years to maturity of the put option if chosen.
rate is the annualized risk-free rate of interest.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
volatility is the annualized volatility in price of the underlying asset.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.