Simple question about Greeks calculation approach

Hi everyone,

I’m currently building an options analytics platform and recently added an endpoint that calculates option Greeks using the Black-Scholes model.

I’m curious how others here typically approach this in production systems.

Do you usually rely on standard Black-Scholes Greeks, or do you adjust them using implied volatility surfaces or other models?

My goal is to keep the API simple but still useful for traders and developers integrating the data into automated systems.

Would love to hear how others handle this in practice.