Registered: Nov 2011
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