The Greek formulas for the Generalized Black Scholes option pricing model are as follows:
OV = option value.
S = spot price of the underlying asset (adjusted for any discrete dividends).
X = exercise price (strike).
r = risk-free interest rate, expressed with continuous compounding.
vol = volatility of the relative price change of the underlying asset.
b = cost of carry for the underlying asset.
T = time to maturity measured in years (actual/365 basis).
N(.) = cumulative normal distribution of (.).
iPC = 1 for call / -1 for put.
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