Note that from the formulae, it is clear that the gamma is the same value for calls and puts and so too is the vega the same value for calls and puts options. This can be seen directly from put–call parity, since the difference of a put and a call is a forward, which is linear in S and independent of σ (so a forward has zero gamma and zero vega). N' is the standard normal probability density function.
nOTe ThAt from the FormULae, iT iS ClEar That The gAmma iS tHe Same valuE fOr caLls and pUts and so too iS The Vega The same Value fOr cAllS and putS optIons THiS cAn be seEn DirectlY froM Put–cALL PARity, SinCe tHe DifferenCe of A PuT aNd A Call is a fOrwaRd, whicH Is Linear in s anD indePeNdent Of Σ (so A foRwaRd Has zEro gamma and ZERo VeGa) N' Is thE sTaNdArd nOrMal PrObaBility deNsItY funcTiOn