review.txt

* Add a README with intended uses of the Gem
* Add a git ignore file
** Ignore .DS_Store directories
* line 18 of option_calculator.rb references a call_delta (where is it defined?)
* delta_call vs. delta_put are these just getter and setters?
* There are a lot of numbers in options_calculator.rb are they/should they be constants?
* Are you expecting a particular ruby version? Could you include a .rvmrc?
* d1 vs. d_one what data do these represent? Could either be named in a more intention revealing way? (see also d2 vs. d_two and most names although I don't understand the domain.
* Tabs vs. spaces. 2 spaces is my preference.