OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility,cost_of_carry)
call_put_flag: 'c' for a call and 'p' for a put
spot: spot price
strike: strike price
time: time to maturity in years
rate: risk-free interest rate to the exercise date in percent
volatility: annualized volatility of the asset in percent for the period through to the exercise date
cost_of_carry: net cost of holding the underlying asset (for common stocks, the risk free rate less the dividend yield), defaults to 0
OPT_BS_DELTA uses the Black-Scholes model to calculate the 'delta' of a European option struck at strike on an asset with spot price spot.
The returned value will be expressed in the same units as strike and spot.
OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA.