diff --git a/Lean.DataSource.OptionsUniverseGenerator/GreeksIndicators.cs b/Lean.DataSource.OptionsUniverseGenerator/GreeksIndicators.cs
deleted file mode 100644
index f9a3c6a..0000000
--- a/Lean.DataSource.OptionsUniverseGenerator/GreeksIndicators.cs
+++ /dev/null
@@ -1,109 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using QuantConnect.Data.Market;
-using QuantConnect.Data;
-using QuantConnect.Indicators;
-
-namespace QuantConnect.DataSource.OptionsUniverseGenerator
-{
-    /// <summary>
-    /// Helper class that holds and updates the greeks indicators
-    /// </summary>
-    public class GreeksIndicators
-    {
-        private readonly static IRiskFreeInterestRateModel _interestRateProvider = new InterestRateProvider();
-
-        private readonly Symbol _optionSymbol;
-        private readonly Symbol _mirrorOptionSymbol;
-
-        private readonly ImpliedVolatility _iv;
-
-        private readonly Delta _delta;
-        private readonly Gamma _gamma;
-        private readonly Vega _vega;
-        private readonly Theta _theta;
-        private readonly Rho _rho;
-
-        public decimal ImpliedVolatility => _iv;
-
-        public decimal InterestRate => _delta.RiskFreeRate;
-
-        public decimal DividendYield => _delta.DividendYield;
-
-        public GreeksIndicators(Symbol optionSymbol, Symbol mirrorOptionSymbol, OptionPricingModelType? optionModel = null,
-            OptionPricingModelType? ivModel = null)
-        {
-            _optionSymbol = optionSymbol;
-            _mirrorOptionSymbol = mirrorOptionSymbol;
-
-            IDividendYieldModel dividendYieldModel = optionSymbol.SecurityType != SecurityType.IndexOption
-                ? DividendYieldProvider.CreateForOption(_optionSymbol)
-                : new ConstantDividendYieldModel(0);
-
-            _iv = new ImpliedVolatility(_optionSymbol, _interestRateProvider, dividendYieldModel, _mirrorOptionSymbol, ivModel);
-            _delta = new Delta(_optionSymbol, _interestRateProvider, dividendYieldModel, _mirrorOptionSymbol, optionModel, ivModel);
-            _gamma = new Gamma(_optionSymbol, _interestRateProvider, dividendYieldModel, _mirrorOptionSymbol, optionModel, ivModel);
-            _vega = new Vega(_optionSymbol, _interestRateProvider, dividendYieldModel, _mirrorOptionSymbol, optionModel, ivModel);
-            _theta = new Theta(_optionSymbol, _interestRateProvider, dividendYieldModel, _mirrorOptionSymbol, optionModel, ivModel);
-            _rho = new Rho(_optionSymbol, _interestRateProvider, dividendYieldModel, _mirrorOptionSymbol, optionModel, ivModel);
-
-            _delta.ImpliedVolatility = _iv;
-            _gamma.ImpliedVolatility = _iv;
-            _vega.ImpliedVolatility = _iv;
-            _theta.ImpliedVolatility = _iv;
-            _rho.ImpliedVolatility = _iv;
-        }
-
-        public void Update(IBaseDataBar data)
-        {
-            _iv.Update(data);
-            _delta.Update(data);
-            _gamma.Update(data);
-            _vega.Update(data);
-            _theta.Update(data);
-            _rho.Update(data);
-        }
-
-        public Greeks GetGreeks()
-        {
-            return new GreeksHolder(_delta, _gamma, _vega, _theta, _rho);
-        }
-
-        private class GreeksHolder : Greeks
-        {
-            public override decimal Delta { get; }
-
-            public override decimal Gamma { get; }
-
-            public override decimal Vega { get; }
-
-            public override decimal Theta { get; }
-
-            public override decimal Rho { get; }
-
-            public override decimal Lambda { get; }
-
-            public GreeksHolder(decimal delta, decimal gamma, decimal vega, decimal theta, decimal rho)
-            {
-                Delta = delta;
-                Gamma = gamma;
-                Vega = vega;
-                Theta = theta;
-                Rho = rho;
-            }
-        }
-    }
-}
\ No newline at end of file
diff --git a/Lean.DataSource.OptionsUniverseGenerator/OptionUniverseEntry.cs b/Lean.DataSource.OptionsUniverseGenerator/OptionUniverseEntry.cs
index c9dcdea..32d0ee8 100644
--- a/Lean.DataSource.OptionsUniverseGenerator/OptionUniverseEntry.cs
+++ b/Lean.DataSource.OptionsUniverseGenerator/OptionUniverseEntry.cs
@@ -17,6 +17,7 @@
 using QuantConnect.Data;
 using QuantConnect.Data.Market;
 using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Indicators;
 
 namespace QuantConnect.DataSource.OptionsUniverseGenerator
 {
@@ -30,12 +31,12 @@ public class OptionUniverseEntry : BaseContractUniverseFileEntry
         /// <summary>
         /// Option contract's implied volatility on the processing date.
         /// </summary>
-        public decimal? ImpliedVolatility => _greeksIndicators?.ImpliedVolatility;
+        public decimal? ImpliedVolatility => _greeksIndicators?.ImpliedVolatility?.Current?.Value;
 
         /// <summary>
         /// Option contract's greeks on the processing date.
         /// </summary>
-        public Greeks Greeks => _greeksIndicators?.GetGreeks();
+        public Greeks Greeks => _greeksIndicators?.Greeks;
 
         /// <summary>
         /// Initializes a new instance of the <see cref="OptionUniverseEntry"/> class.
diff --git a/QuantConnect.DataSource.DerivativeUniverseGeneratorTests/ImpliedVolatilityInterpolatorTests.cs b/QuantConnect.DataSource.DerivativeUniverseGeneratorTests/ImpliedVolatilityInterpolatorTests.cs
index 7c657c8..ca05ec1 100644
--- a/QuantConnect.DataSource.DerivativeUniverseGeneratorTests/ImpliedVolatilityInterpolatorTests.cs
+++ b/QuantConnect.DataSource.DerivativeUniverseGeneratorTests/ImpliedVolatilityInterpolatorTests.cs
@@ -113,7 +113,7 @@ public void IvInterpolationAndGreeksGenerationTest()
 
                 var greekIndicator = _interpolator.GetUpdatedGreeksIndicators(symbol, interpolatedIv, OptionPricingModelType.BlackScholes,
                     OptionPricingModelType.BlackScholes);
-                var greeks = greekIndicator.GetGreeks();
+                var greeks = greekIndicator.Greeks;
 
                 Assert.NotZero(greeks.Delta);
                 // Assert.NotZero(greeks.Gamma);            // Gamma can be zero at very ITM options