Black-76 on an MCX silver option

SILVER futures at ₹1,85,000/kg, strike ₹1,90,000, 25 days to option expiry, $r = 5.5\%$, implied volatility 40% (illustrative). (a) Price the call and the put and verify put–call parity. (b) Compute the call's futures delta and the premium and delta exposure per 30 kg lot. (c) The option is in the money at expiry. Describe what happens to the position on MCX and what the holder must have in the account.