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How to calculate greeks in the option market

plotbullcall(s= 100, x1 = 95, x2 = 105, t = (45/365), r = 0.02,sigma = 0.20, sigma2 = 0.20, d = 0, ll = 0.75, ul = 1.25)
> plotbullput(s= 100, x1 = 95, x2 = 105, t = (45/365), r = 0.02,
+             sigma = 0.20, sigma2 = 0.20, d = 0, ll = 0.75, ul = 1.25)
> plotbullput(s= 100, x1 = 95, x2 = 105, t = (45/365), r = 0.02,
+             sigma = 0.20, sigma2 = 0.20, d = 0, ll = 0.75, ul = 1.25)
> puttheta(100, 100, 0.20, (45/365), 0.02, 0.02)
[1] -0.02979083
> optiongamma(100, 100, 0.20, (45/365), 0.02, 0.02)
[1] 0.05663458
> calleval(100, 100, 0.20, (45/365), 0.02, 0.02)
1 2.794086 0.5127391 0.05663458 0.1396469 -0.02979083
Rho
1 0.05976964
> callgreek("delta", 100, 100, 0.20, (45/365), 0.02, 0.02)
[1] 0.5127391
> callgreek("gamma", 100, 100, 0.20, (45/365), 0.02, 0.02)
[1] 0.05663458
> callgreek("vega", 100, 100, 0.20, (45/365), 0.02, 0.02)
[1] 0.1396469
> callgreek("theta", 100, 100, 0.20, (45/365), 0.02, 0.02)
[1] -0.02979083