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_VEGA uses the Black-Scholes model to calculate the 'vega' of a European option struck at strike on an asset with spot price spot. The vega of an option is the rate of change of its price with respect to volatility.
Vega is the same for calls and puts. Vega is expressed as the rate of change of option value, per 100% volatility.