 Delta of a squared positive-part call

For contingent claim payoff $(S_T-K{)}_{+}^2$ in the non-dividend Black-Scholes model, differentiating the discounted expected value gives $\Delta =2e^{-r\tau }{S}^{-1}\mathbb{E}[(S_T^2-K{S}_T)1_{\{S_T\ge K\}}]$. Completing the square in the Gaussian exponent computes each truncated lognormal moment and yields the displayed formula, where $d_1=(\log (S/K)+(r+{\sigma }^2/2)\tau )/(\sigma \sqrt{\tau })$. Its terminal limit is $2(S-K{)}_{+}$.