The Greek formulas for the Black Scholes discrete dividend option pricing model are as follows:

S* = spot price of the underlying asset adjusted for the present value of any future 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.

T = time to maturity measured in years (actual/365 basis).

N(.) = cumulative normal distribution of (.).

iPC = 1 for call / -1 for put.