@FUNCTION=OPT_BS_DELTA
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@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
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@DESCRIPTION=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.
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Where @time is the time to maturity of the option expressed in years.
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@rate is the risk-free interest rate.
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@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
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@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
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* The returned value will be expressed in the same units as @strike and @spot.
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@EXAMPLES=
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@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA