HOME FORUMS BROKERS SOFTWARE BOOKS CONTACT US
Elite Trader Your Account  •  Become a Member  •  Help  •  Search    
    Forums ›› Main ›› Options ›› is there a software which can give you the exact or approximate delta OR  


Post A Reply
    Page 1 of 2:   1  2  
magmiv
 

Registered: Nov 2011
Posts: 17

 

06-14-12 05:33 PM

price of an option with variation in the price of underlying as the main variant? Which brokers would have this?

    Edit/Delete Quote Complain
just21
 

Registered: Feb 2002
Posts: 3301

 

06-14-12 05:35 PM

www.interactivebrokers.com

    Edit/Delete Quote Complain
magmiv
 

Registered: Nov 2011
Posts: 17

 

06-14-12 06:33 PM


Quote from just21:

www.interactivebrokers.com



just21, IB are one of my brokers, never knew they had this, so how do I access this feature?

    Edit/Delete Quote Complain
just21
 

Registered: Feb 2002
Posts: 3301

 

06-14-12 06:37 PM

Add delta column to option trader via configure.

    Edit/Delete Quote Complain
magmiv
 

Registered: Nov 2011
Posts: 17

 

06-14-12 08:14 PM


Quote from just21:

Add delta column to option trader via configure.



I got all the greeks showing on my option trader already, What I want to know is, is there a method of finding out, preferably with a software (which does it all for you with an input and 'click'), the delta, bid and ask price, approx or exact, of the option if the underlying moves by x.
eg msft is 29.38 just now, I am short 31calls July 21st and the delta is 0.25, the bid ask is (0.31 0.33) ,
is there a way of me knowing what the delta and bid ask will be if the underlying moved up to 31 for eg?
hope I am making myself clear

    Edit/Delete Quote Complain
Traveler
 

Registered: Apr 2003
Posts: 774

 

06-14-12 08:30 PM

Gamma is the rate of change of delta by moves in the underlying, right?

I think you can do "What if" scenarios like you are looking for in TWS. I don't recall what they call it.

    Edit/Delete Quote Complain
    Page 1 of 2:   1  2  
Post A Reply


Receive an email whenever a new post is added to this thread by subscribing to it.
 
Rate This Thread:

Forum Jump:
 

 

   Conduct Rules  -  Privacy Policy  -  Day Trader -  Day Trader Forum -  Best Trading Software -  Sitemap Copyright © 2013, Elite Trader. All rights reserved.    
 
WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures
Futures Brokerage & Clearing
AMP Global Clearing
Futures and FX Trading
Bright Trading
Professional Equities Trading
CTS
Futures Trading Software
DaytradingBias.com
Professional Trading Analytics
ECHOtrade
Professional Trading Firm
eSignal
Trading Software Provider
FXCM
Forex Trading Services
Global Futures
Futures, Options & FX Trading
Interactive Brokers
Pro Gateway to World Markets
JC Trading Group
Direct Access Trading
MB Trading
Direct Access Trading
MultiCharts
Trading Software Provider
NinjaTrader
Trading Software Provider
OANDA
Currency Trading
optionshouse
Option Trading & Education
Rithmic
Futures Trade Execution Platform
SpeedTrader
Direct Access Trading
SpreadProfessor
Spread Trading Instruction
thinkorswim by TD Ameritrade
Direct Access TradingAdvertisement
TradersStudio
System Building & Backtesting
Trading Technologies
Trading Software Provider
Trend Following
Trading Systems Provider