Okay I think I got the d1 and d2. I am still unsure about N(d1) and N(d2) however. I know in Excel you can use =NORMDIST(d1) to establish N(d1), but excel is also asking for "median, standard deviation and cumulative" in order to use the =NORMDIST function...So what do I give for these values?
Never mind I figured it out, I was using the wrong function. I've got it figured out now and the formula is up and running. But what exactly is it telling me? I assume gamma change per DAY, yes?