when using the Black & Scholes Option Pricing Formula provided by Zerodha, the value of premium differs from 10 to 20RS…this is huge

in the interest box, I have entered 91 day T-bills: 3.2294%

and in the volatility box, I have entered IV from the options chain of the respected strike price

am I doing something wrong over here???

in which scale do we get delta value

0 to 1 OR 0 to 100 ???