1. An apparatus for computing a price for an option, the apparatus comprising: an options pricing engine that is configured to receive a data stream comprising financial market data, the financial market data comprising a plurality of data messages corresponding to a plurality of options on at least one underlying financial instrument, the data messages comprising data that describes the options, wherein the options pricing engine comprises a plurality of parallel computational units, each of the plurality of parallel computational units configured to (1) receive a volatility value and a portion of the data stream representative of a particular option, (2) compute a theoretical fair market price for the particular option based on the received volatility value, and (3) return the computed theoretical fair market price as an output such that the plurality of parallel computational units are configured to simultaneously compute a plurality of theoretical fair market prices.