OPT_BS_VEGA(spot,strike,time,rate,volatility[,cost_of_carry])
OPT_BS_VEGA uses the Black-Scholes model to calculate the 'vega' of a European option struck at strike on an asset with spot price spot.
(The vega of an option is the rate of change of its price with respect to volatility, and is the same for calls and puts.)
volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
time is the time to maturity of the option expressed in years.
rate is the risk-free interest rate to the exercise date, in percent.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.