How do I calculate the delta of an option?

Delta formula for call option :

Here

K - Option strike price

N - Standard normal cumulative distribution function

r - Risk free interest rate

σ - Volatility of the underlying

S - Price of the underlying

t - Time to option's expiry

Delta formula for put options :

δ=N(d1) −1

where d1= (ln(S/K)+(r+σ22))/σ√ t

Here

K - Option strike price

N - Standard normal cumulative distribution function

r - Risk free interest rate

σ - Volatility of the underlying

S - Price of the underlying

t - Time to option's expiry