greeks.js
function _callDelta(s, k, t, v, r)
{
  var w = bs.getW(s, k, t, v, r);
  var delta = null;
  if(!isFinite(w))
  {
    delta = (s > k) ? 1 : 0;
  }
  else
  {
    delta = bs.stdNormCDF(w);
  }
  return delta;
}
function _callDelta(s, k, t, v, r)
{
  var w = bs.getW(s, k, t, v, r);
  var delta = null;
  if(!isFinite(w))
  {
    delta = (s > k) ? 1 : 0;
  }
  else
  {
    delta = bs.stdNormCDF(w);
  }
  return delta;
}
function _callDelta ( s , k , t , v , r ) { var w = bs . getW ( s , k , t , v , r ) ; var delta = null ; if ( ! isFinite ( w ) ) { delta = ( s > k ) ? 1 : 0 ; } else { delta = bs . stdNormCDF ( w ) ; } return delta ; }
Calculates the delta of a call option.

@private
@param {Number} s Current price of the underlying
@param {Number} k Strike price
@param {Number} t Time to experiation in years
@param {Number} v Volatility as a decimal
@param {Number} r Anual risk-free interest rate as a decimal
@returns {Number} The delta of the call option
Calculates the delta of a call option .