extern double delta_call(double S, double X, double T, double r, double b,
                         double v) {
  double d1;
  assert(((S) == (S)) && (S) >= 0.000001 && (S) <= 1000000000000.0);
  assert(((X) == (X)) && (X) >= 0.000001 && (X) <= 1000000000000.0);
  assert(((T) == (T)) && (T) >= (1.0 / (253.0 * 24.0)) && (T) <= (20.0));
  assert(((r) == (r)) && (r) >= 0.0 && (r) <= 1000.0);
  assert(((b) == (b)) && (b) >= -1000.0 && (b) <= 1000.0);
  assert(((v) == (v)) && (v) >= 0.0000001 && v <= 100.99999);
  d1 = (log(S / X) + (b + ((v) * (v)) / 2.0) * T) / (v * sqrt(T));
  return exp((b - r) * T) * cnd(d1);
}


x86 assembly (clang, -O0):
<delta_call>:
push   %rbp
mov    %rsp,%rbp
sub    $0x60,%rsp
movsd  %xmm0,-0x8(%rbp)
movsd  %xmm1,-0x10(%rbp)
movsd  %xmm2,-0x18(%rbp)
movsd  %xmm3,-0x20(%rbp)
movsd  %xmm4,-0x28(%rbp)
movsd  %xmm5,-0x30(%rbp)
movsd  -0x8(%rbp),%xmm0
xor    %eax,%eax
ucomisd -0x8(%rbp),%xmm0
mov    %al,-0x39(%rbp)
jne    11c0 <delta_call+0x70>
jp     11c0 <delta_call+0x70>
movsd  -0x8(%rbp),%xmm0
xor    %eax,%eax
movsd  0xe60(%rip),%xmm1
ucomisd %xmm1,%xmm0
mov    %al,-0x39(%rbp)
jb     11c0 <delta_call+0x70>
movsd  0xe53(%rip),%xmm0
ucomisd -0x8(%rbp),%xmm0
setae  %al
mov    %al,-0x39(%rbp)
mov    -0x39(%rbp),%al
and    $0x1,%al
movzbl %al,%edi
mov    $0x0,%al
call   1030 <assert@plt>
movsd  -0x10(%rbp),%xmm0
xor    %eax,%eax
ucomisd -0x10(%rbp),%xmm0
mov    %al,-0x3a(%rbp)
jne    1219 <delta_call+0xc9>
jp     1219 <delta_call+0xc9>
movsd  -0x10(%rbp),%xmm0
xor    %eax,%eax
movsd  0xe07(%rip),%xmm1
ucomisd %xmm1,%xmm0
mov    %al,-0x3a(%rbp)
jb     1219 <delta_call+0xc9>
movsd  0xdfa(%rip),%xmm0
ucomisd -0x10(%rbp),%xmm0
setae  %al
mov    %al,-0x3a(%rbp)
mov    -0x3a(%rbp),%al
and    $0x1,%al
movzbl %al,%edi
mov    $0x0,%al
call   1030 <assert@plt>
movsd  -0x18(%rbp),%xmm0
xor    %eax,%eax
ucomisd -0x18(%rbp),%xmm0
mov    %al,-0x3b(%rbp)
jne    1272 <delta_call+0x122>
jp     1272 <delta_call+0x122>
movsd  -0x18(%rbp),%xmm0
xor    %eax,%eax
movsd  0xdbe(%rip),%xmm1
ucomisd %xmm1,%xmm0
mov    %al,-0x3b(%rbp)
jb     1272 <delta_call+0x122>
movsd  0xdb1(%rip),%xmm0
ucomisd -0x18(%rbp),%xmm0
setae  %al
mov    %al,-0x3b(%rbp)
mov    -0x3b(%rbp),%al
and    $0x1,%al
movzbl %al,%edi
mov    $0x0,%al
call   1030 <assert@plt>
movsd  -0x20(%rbp),%xmm0
xor    %eax,%eax
ucomisd -0x20(%rbp),%xmm0
mov    %al,-0x3c(%rbp)
jne    12c6 <delta_call+0x176>
jp     12c6 <delta_call+0x176>
movsd  -0x20(%rbp),%xmm0
xor    %eax,%eax
xorps  %xmm1,%xmm1
ucomisd %xmm1,%xmm0
mov    %al,-0x3c(%rbp)
jb     12c6 <delta_call+0x176>
movsd  0xd65(%rip),%xmm0
ucomisd -0x20(%rbp),%xmm0
setae  %al
mov    %al,-0x3c(%rbp)
mov    -0x3c(%rbp),%al
and    $0x1,%al
movzbl %al,%edi
mov    $0x0,%al
call   1030 <assert@plt>
movsd  -0x28(%rbp),%xmm0
xor    %eax,%eax
ucomisd -0x28(%rbp),%xmm0
mov    %al,-0x3d(%rbp)
jne    131f <delta_call+0x1cf>
jp     131f <delta_call+0x1cf>
movsd  -0x28(%rbp),%xmm0
xor    %eax,%eax
movsd  0xd29(%rip),%xmm1
ucomisd %xmm1,%xmm0
mov    %al,-0x3d(%rbp)
jb     131f <delta_call+0x1cf>
movsd  0xd0c(%rip),%xmm0
ucomisd -0x28(%rbp),%xmm0
setae  %al
mov    %al,-0x3d(%rbp)
mov    -0x3d(%rbp),%al
and    $0x1,%al
movzbl %al,%edi
mov    $0x0,%al
call   1030 <assert@plt>
movsd  -0x30(%rbp),%xmm0
xor    %eax,%eax
ucomisd -0x30(%rbp),%xmm0
mov    %al,-0x3e(%rbp)
jne    1378 <delta_call+0x228>
jp     1378 <delta_call+0x228>
movsd  -0x30(%rbp),%xmm0
xor    %eax,%eax
movsd  0xcd8(%rip),%xmm1
ucomisd %xmm1,%xmm0
mov    %al,-0x3e(%rbp)
jb     1378 <delta_call+0x228>
movsd  0xccb(%rip),%xmm0
ucomisd -0x30(%rbp),%xmm0
setae  %al
mov    %al,-0x3e(%rbp)
mov    -0x3e(%rbp),%al
and    $0x1,%al
movzbl %al,%edi
mov    $0x0,%al
call   1030 <assert@plt>
movsd  -0x8(%rbp),%xmm0
divsd  -0x10(%rbp),%xmm0
call   1050 <log@plt>
movaps %xmm0,%xmm1
movsd  -0x28(%rbp),%xmm0
movsd  -0x30(%rbp),%xmm2
mulsd  -0x30(%rbp),%xmm2
movsd  0xc90(%rip),%xmm3
divsd  %xmm3,%xmm2
addsd  %xmm2,%xmm0
movsd  -0x18(%rbp),%xmm2
mulsd  %xmm2,%xmm0
addsd  %xmm1,%xmm0
movsd  %xmm0,-0x50(%rbp)
movsd  -0x30(%rbp),%xmm0
movsd  %xmm0,-0x58(%rbp)
movsd  -0x18(%rbp),%xmm0
call   1070 <sqrt@plt>
movsd  -0x58(%rbp),%xmm1
movaps %xmm0,%xmm2
movsd  -0x50(%rbp),%xmm0
mulsd  %xmm2,%xmm1
divsd  %xmm1,%xmm0
movsd  %xmm0,-0x38(%rbp)
movsd  -0x28(%rbp),%xmm0
subsd  -0x20(%rbp),%xmm0
mulsd  -0x18(%rbp),%xmm0
call   1040 <exp@plt>
movsd  %xmm0,-0x48(%rbp)
movsd  -0x38(%rbp),%xmm0
mov    $0x1,%al
call   1060 <cnd@plt>
movsd  -0x48(%rbp),%xmm0
cvtsi2sd %eax,%xmm1
mulsd  %xmm1,%xmm0
add    $0x60,%rsp
pop    %rbp
ret

x86 assembly (clang, -O2):
<delta_call>:
sub    $0x38,%rsp
movsd  %xmm0,0x30(%rsp)
ucomisd %xmm0,%xmm0
setnp  %al
ucomisd 0xe97(%rip),%xmm0
setae  %cl
and    %al,%cl
movsd  0xe92(%rip),%xmm6
ucomisd %xmm0,%xmm6
movsd  %xmm5,0x20(%rsp)
movsd  %xmm4,0x10(%rsp)
movsd  %xmm3,0x28(%rsp)
movsd  %xmm2,0x18(%rsp)
movsd  %xmm1,0x8(%rsp)
setae  %al
and    %cl,%al
movzbl %al,%edi
xor    %eax,%eax
call   1030 <assert@plt>
movsd  0x8(%rsp),%xmm0
ucomisd %xmm0,%xmm0
setnp  %al
ucomisd 0xe44(%rip),%xmm0
setae  %cl
and    %al,%cl
movsd  0xe3f(%rip),%xmm1
ucomisd %xmm0,%xmm1
setae  %al
and    %cl,%al
movzbl %al,%edi
xor    %eax,%eax
call   1030 <assert@plt>
movsd  0x18(%rsp),%xmm1
ucomisd %xmm1,%xmm1
setnp  %al
ucomisd 0xe1f(%rip),%xmm1
setae  %cl
and    %al,%cl
movsd  0xe1a(%rip),%xmm0
ucomisd %xmm1,%xmm0
setae  %al
and    %cl,%al
movzbl %al,%edi
xor    %eax,%eax
call   1030 <assert@plt>
xorpd  %xmm0,%xmm0
movsd  0x28(%rsp),%xmm1
ucomisd %xmm0,%xmm1
setae  %al
movsd  0xdf6(%rip),%xmm0
ucomisd %xmm1,%xmm0
setae  %cl
and    %al,%cl
movzbl %cl,%edi
xor    %eax,%eax
call   1030 <assert@plt>
movsd  0x10(%rsp),%xmm0
ucomisd %xmm0,%xmm0
setnp  %al
ucomisd 0xdd6(%rip),%xmm0
setae  %cl
and    %al,%cl
movsd  0xdc1(%rip),%xmm1
ucomisd %xmm0,%xmm1
setae  %al
and    %cl,%al
movzbl %al,%edi
xor    %eax,%eax
call   1030 <assert@plt>
movsd  0x20(%rsp),%xmm1
ucomisd %xmm1,%xmm1
setnp  %al
ucomisd 0xda9(%rip),%xmm1
setae  %cl
and    %al,%cl
movsd  0xda4(%rip),%xmm0
ucomisd %xmm1,%xmm0
setae  %al
and    %cl,%al
movzbl %al,%edi
xor    %eax,%eax
call   1030 <assert@plt>
movsd  0x30(%rsp),%xmm0
divsd  0x8(%rsp),%xmm0
call   1050 <log@plt>
movsd  0x18(%rsp),%xmm1
movsd  0x20(%rsp),%xmm2
mulsd  %xmm2,%xmm2
mulsd  0xd70(%rip),%xmm2
addsd  0x10(%rsp),%xmm2
mulsd  %xmm1,%xmm2
addsd  %xmm0,%xmm2
movsd  %xmm2,0x8(%rsp)
ucomisd 0xd5c(%rip),%xmm1
jb     12f7 <delta_call+0x1a7>
xorps  %xmm0,%xmm0
sqrtsd %xmm1,%xmm0
jmp    1306 <delta_call+0x1b6>
movapd %xmm1,%xmm0
call   1070 <sqrt@plt>
movsd  0x18(%rsp),%xmm1
mulsd  0x20(%rsp),%xmm0
movsd  0x8(%rsp),%xmm2
divsd  %xmm0,%xmm2
movsd  %xmm2,0x8(%rsp)
movsd  0x10(%rsp),%xmm0
subsd  0x28(%rsp),%xmm0
mulsd  %xmm1,%xmm0
call   1040 <exp@plt>
movsd  %xmm0,0x10(%rsp)
movsd  0x8(%rsp),%xmm0
mov    $0x1,%al
call   1060 <cnd@plt>
xorps  %xmm0,%xmm0
cvtsi2sd %eax,%xmm0
mulsd  0x10(%rsp),%xmm0
add    $0x38,%rsp
ret

LLVM IR (-O0):
define double @delta_call(double %0, double %1, double %2, double %3, double %4, double %5) {
%7 = alloca double
%8 = alloca double
%9 = alloca double
%10 = alloca double
%11 = alloca double
%12 = alloca double
%13 = alloca double
store double %0, double* %7
store double %1, double* %8
store double %2, double* %9
store double %3, double* %10
store double %4, double* %11
store double %5, double* %12
%14 = load double, double* %7
%15 = load double, double* %7
%16 = fcmp oeq double %14, %15
br i1 %16, label %17, label %23
17: ; preds = %6
%18 = load double, double* %7
%19 = fcmp oge double %18, 0x3EB0C6F7A0B5ED8D
br i1 %19, label %20, label %23
20: ; preds = %17
%21 = load double, double* %7
%22 = fcmp ole double %21, 1.000000e+12
br label %23
23: ; preds = %20, %17, %6
%24 = phi i1 [ false, %17 ], [ false, %6 ], [ %22, %20 ]
%25 = zext i1 %24 to i32
%26 = call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %25)
%27 = load double, double* %8
%28 = load double, double* %8
%29 = fcmp oeq double %27, %28
br i1 %29, label %30, label %36
30: ; preds = %23
%31 = load double, double* %8
%32 = fcmp oge double %31, 0x3EB0C6F7A0B5ED8D
br i1 %32, label %33, label %36
33: ; preds = %30
%34 = load double, double* %8
%35 = fcmp ole double %34, 1.000000e+12
br label %36
36: ; preds = %33, %30, %23
%37 = phi i1 [ false, %30 ], [ false, %23 ], [ %35, %33 ]
%38 = zext i1 %37 to i32
%39 = call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %38)
%40 = load double, double* %9
%41 = load double, double* %9
%42 = fcmp oeq double %40, %41
br i1 %42, label %43, label %49
43: ; preds = %36
%44 = load double, double* %9
%45 = fcmp oge double %44, 0x3F2596179C29D2CE
br i1 %45, label %46, label %49
46: ; preds = %43
%47 = load double, double* %9
%48 = fcmp ole double %47, 2.000000e+01
br label %49
49: ; preds = %46, %43, %36
%50 = phi i1 [ false, %43 ], [ false, %36 ], [ %48, %46 ]
%51 = zext i1 %50 to i32
%52 = call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %51)
%53 = load double, double* %10
%54 = load double, double* %10
%55 = fcmp oeq double %53, %54
br i1 %55, label %56, label %62
56: ; preds = %49
%57 = load double, double* %10
%58 = fcmp oge double %57, 0.000000e+00
br i1 %58, label %59, label %62
59: ; preds = %56
%60 = load double, double* %10
%61 = fcmp ole double %60, 1.000000e+03
br label %62
62: ; preds = %59, %56, %49
%63 = phi i1 [ false, %56 ], [ false, %49 ], [ %61, %59 ]
%64 = zext i1 %63 to i32
%65 = call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %64)
%66 = load double, double* %11
%67 = load double, double* %11
%68 = fcmp oeq double %66, %67
br i1 %68, label %69, label %75
69: ; preds = %62
%70 = load double, double* %11
%71 = fcmp oge double %70, -1.000000e+03
br i1 %71, label %72, label %75
72: ; preds = %69
%73 = load double, double* %11
%74 = fcmp ole double %73, 1.000000e+03
br label %75
75: ; preds = %72, %69, %62
%76 = phi i1 [ false, %69 ], [ false, %62 ], [ %74, %72 ]
%77 = zext i1 %76 to i32
%78 = call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %77)
%79 = load double, double* %12
%80 = load double, double* %12
%81 = fcmp oeq double %79, %80
br i1 %81, label %82, label %88
82: ; preds = %75
%83 = load double, double* %12
%84 = fcmp oge double %83, 0x3E7AD7F29ABCAF48
br i1 %84, label %85, label %88
85: ; preds = %82
%86 = load double, double* %12
%87 = fcmp ole double %86, 0x40593FFFD60E94EE
br label %88
88: ; preds = %85, %82, %75
%89 = phi i1 [ false, %82 ], [ false, %75 ], [ %87, %85 ]
%90 = zext i1 %89 to i32
%91 = call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %90)
%92 = load double, double* %7
%93 = load double, double* %8
%94 = fdiv double %92, %93
%95 = call double @log(double %94)
%96 = load double, double* %11
%97 = load double, double* %12
%98 = load double, double* %12
%99 = fmul double %97, %98
%100 = fdiv double %99, 2.000000e+00
%101 = fadd double %96, %100
%102 = load double, double* %9
%103 = call double @llvm.fmuladd.f64(double %101, double %102, double %95)
%104 = load double, double* %12
%105 = load double, double* %9
%106 = call double @sqrt(double %105)
%107 = fmul double %104, %106
%108 = fdiv double %103, %107
store double %108, double* %13
%109 = load double, double* %11
%110 = load double, double* %10
%111 = fsub double %109, %110
%112 = load double, double* %9
%113 = fmul double %111, %112
%114 = call double @exp(double %113)
%115 = load double, double* %13
%116 = call i32 (double, ...) bitcast (i32 (...)* @cnd to i32 (double, ...)*)(double %115)
%117 = sitofp i32 %116 to double
%118 = fmul double %114, %117
ret double %118
}

LLVM IR (-O2):
define double @delta_call(double %0, double %1, double %2, double %3, double %4, double %5) {
%7 = fcmp ord double %0, 0.000000e+00
%8 = fcmp oge double %0, 0x3EB0C6F7A0B5ED8D
%9 = and i1 %7, %8
%10 = fcmp ole double %0, 1.000000e+12
%11 = and i1 %10, %9
%12 = zext i1 %11 to i32
%13 = tail call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %12)
%14 = fcmp ord double %1, 0.000000e+00
%15 = fcmp oge double %1, 0x3EB0C6F7A0B5ED8D
%16 = and i1 %14, %15
%17 = fcmp ole double %1, 1.000000e+12
%18 = and i1 %17, %16
%19 = zext i1 %18 to i32
%20 = tail call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %19)
%21 = fcmp ord double %2, 0.000000e+00
%22 = fcmp oge double %2, 0x3F2596179C29D2CE
%23 = and i1 %21, %22
%24 = fcmp ole double %2, 2.000000e+01
%25 = and i1 %24, %23
%26 = zext i1 %25 to i32
%27 = tail call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %26)
%28 = fcmp oge double %3, 0.000000e+00
%29 = fcmp ole double %3, 1.000000e+03
%30 = and i1 %28, %29
%31 = zext i1 %30 to i32
%32 = tail call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %31)
%33 = fcmp ord double %4, 0.000000e+00
%34 = fcmp oge double %4, -1.000000e+03
%35 = and i1 %33, %34
%36 = fcmp ole double %4, 1.000000e+03
%37 = and i1 %36, %35
%38 = zext i1 %37 to i32
%39 = tail call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %38)
%40 = fcmp ord double %5, 0.000000e+00
%41 = fcmp oge double %5, 0x3E7AD7F29ABCAF48
%42 = and i1 %40, %41
%43 = fcmp ole double %5, 0x40593FFFD60E94EE
%44 = and i1 %43, %42
%45 = zext i1 %44 to i32
%46 = tail call i32 (i32, ...) bitcast (i32 (...)* @assert to i32 (i32, ...)*)(i32 %45)
%47 = fdiv double %0, %1
%48 = tail call double @log(double %47)
%49 = fmul double %5, %5
%50 = fmul double %49, 5.000000e-01
%51 = fadd double %50, %4
%52 = tail call double @llvm.fmuladd.f64(double %51, double %2, double %48)
%53 = tail call double @sqrt(double %2)
%54 = fmul double %53, %5
%55 = fdiv double %52, %54
%56 = fsub double %4, %3
%57 = fmul double %56, %2
%58 = tail call double @exp(double %57)
%59 = tail call i32 (double, ...) bitcast (i32 (...)* @cnd to i32 (double, ...)*)(double %55)
%60 = sitofp i32 %59 to double
%61 = fmul double %58, %60
ret double %61
}