The Greek formulas for the Black Scholes option pricing model are as follows: 
S = spot price of the underlying asset. X = exercise price (strike). r = riskfree interest rate, expressed with continuous compounding. vol = volatility of the relative price change of 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. 

Copyright 2013 Hedgebook Ltd.