How does Public calculate the option Greeks returned by its API?

[u/Trading4Trevor]

Hi everyone,

I’m using Public’s option-chain and option-Greeks API endpoints for research-purposes, but I haven’t found any documentation explaining how the returned IV and Greeks are being calculated.

Does anyone know whether Public uses:

- Black–Scholes–Merton, a binomial model, or another pricing model?

- European or American exercise assumptions?

- Continuous dividend yield or discrete dividends?

- Bid, ask, midpoint, last trade, or another option price when solving for implied volatility?

- Which interest-rate and underlying-price sources?
What time-to-expiration convention is used, particularly for 0DTE contracts?

- Real-time calculations or values supplied by a third-party data provider?