a guy I work with wants to get what he calls an option pricing model. He wants to see the THEORETICAL option price according to Black Scholes. He also wants to see the corresponding theoretical greeks. he wants all of these to update in real time and have in a grid in which strikes are on the horizontal axis and expires on the vertical. The issue I'm running into is that one way or another I'm going to need to get the historical volatility of the underlying (nat gas futures) to calculate a theoretical option price (either by excel function or import from a data provider), which is easiest to get from Reuters in Bloomberg, and also, they probably have theoretical option prices availabe on there, but I'm looking for a less expensive option. does anybody have any ideas?