Black-Scholes and Greeks Calcu

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Intermediate Calculations
Parameters Call Put d1 d2
Spot Price 2000 Value 203.2215 51.683 0.616955296 0.466955
Strike Price 1900 Delta 0.709753 -0.2607
Risk-Free Rate 0.06 Gamma 0.001067 0.00107
Volatility 0.15 Vega 640.1145 640.114
Dividend Yield 0.03 Theta -78.40046 -29.266
Expiry Time 1

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ks Calculator
Calculations
nd1 nd2 n_dash_d1
0.731367894 0.6797340689 0.329804425