Documentation 
Determine option prices and sensitivities on futures and forwards using Black pricing model
PriceSens = optstocksensbyblk(RateSpec,
StockSpec, Settle,
Maturity, OptSpec, Strike, 'Name1',
Value1...)
RateSpec  The annualized continuously compounded rate term structure. For information on the interest rate specification, see intenvset. 
StockSpec  Stock specification. See stockspec. 
Settle  NINSTby1 vector of settlement or trade dates. 
Maturity  NINSTby1 vector of maturity dates. 
OptSpec  NINSTby1 cell array of strings 'call' or 'put'. 
Strike  NINSTby1 vector of strike price values. 
ForwardMaturity  (Optional) NINSTby1 maturity date or delivery date of the forward contract. The default is equal to the Maturity of the option. 
OutSpec  (Optional) NOUTby1 or 1byNOUT cell array of strings indicating the nature and order of the outputs for the function. Possible values are:

PriceSens = optstocksensbyblk(RateSpec,
StockSpec, Settle,
Maturity, OptSpec, Strike, 'Name1',
Value1...) computes option prices and sensitivities on
futures and forwards using the Black pricing model.
PriceSens is a NINSTby1 vector of expected future prices or sensitivities values.
Note: optstocksensbyblk calculates option prices and sensitivities on futures and forwards. If ForwardMaturity is not passed, the function calculates prices and sensitivities of future options. If ForwardMaturity is passed, the function computes prices and sensitivities of forward options. This function handles several types of underlying assets, for example, stocks and commodities. For more information on the underlying asset specification, see stockspec. 