Sensitivity to change in the underlying forward price.
Sensitivity in percent to a percent change in the underlying forward price.
Second order derivative with respect to change in the underlying forward price.
Probability of being in the money in the asset martingale measure, i.e. N(d1). It is a risk-neutral probability, not the real world one.
Probability of being in the money in the bond martingale measure, i.e. N(d2). It is a risk-neutral probability, not the real world one.
Sensitivity to strike.
Black-Scholes 1973 calculator class