dc_by_dt = ((bsm_price('c',0.1946811865981668,770.05,850,0.0066,25.55/365)+deltat,0)) -(bsm_price('c',0.1946811865981668,770.05,850,0.0066,deltat-(25.55/365),0))) / (2 * delta)

dc2_by_dk2 = ((bsm_price('c',0.1946811865981668,770.05,(850-delta),0.0066,25.55/365,0)) - 2 * (bsm_price('c',0.1946811865981668,770.05,850,0.0066,25.55/365,0)) + (bsm_price('c',0.1946811865981668,770.05,(850 + delta),0.0066,25.55/365,0))) / (delta*delta)

local = np.sqrt((dc_by_dt)/(0.5*(850*850)*dc2_by_dk2))