# Call options or put options with put-call parity

When pricing European call options, is it preferred to price them directly or pricing a put first, then using put-call parity?

I've read somewhere that the latter method is preferred in some numerical methods. Why? Isn't that just an extra step in the calculation that might slow us down?

In practice, pricing engines are calibrated using liquid options, which are ATM and OTM options, and the corresponding ITM option's (for a given $$(T, K)$$ pair, if the call is OTM the put is ITM) price is computed using put-call parity.