The Greek formulas for the Black model are as follows:

OV = option value.

F = forward price of the underlying asset at the option's maturity date.

X = exercise price (strike).

r = risk-free 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.