I am trying to replicate Ivolatility.com's option calculator for a client. Here's the example
Using standard Black Scholes model, I can replicate the exact calculations if there is no dividend. With dividend, I understand I need to subtract PV of div from current underlying price to get the adjusted underlying price to be used in standard B-S model. My questions are
1) does everything else in calculating d1, greeks and premium remain the same? or do we still need the dividend yield (even after calculating adjusted underlying price) for calculating the above parameters?
2) I understand the price of an American option is max of two european options calculated for different maturities, i.e ex dividend date and actual maturity. Can you please clarify?
Also, is it possible to know which model Ivolatility is using?