OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
OPT_BS_GAMMA uses the Black-Scholes model to calculate the 'gamma' of a European option struck at strike on an asset with spot price spot.
(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)
time is the time to maturity of the option expressed in years.
rate is the risk-free interest rate to the exercise date, in percent.
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_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA.