| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 18 of 285 | 93% | 11 of 32 | 65% | 11 | 19 | 5 | 41 | 0 | 3 |
| payoff(double, double, double, double, boolean, boolean, double, boolean) | | 89% | | 66% | 6 | 10 | 1 | 15 | 0 | 1 |
| greeks(double, double, double, double, boolean, boolean, double) | | 96% | | 64% | 5 | 8 | 4 | 24 | 0 | 1 |
| BlackNormalAlgorithm() | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |