OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
OPT_BS_DELTA uses the Black-Scholes model to calculate the 'delta' of a European option with call_put_flag, call_put_flag, 'c' or 'p' struck at strike on an asset with spot price spot.
Where time is the time to maturity of the option expressed in years.
rate is the risk-free interest rate.
volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA.