Delta Neutral not so neutral ?

Discussion in 'Options' started by Tums, Jun 1, 2006.

  1. cnms2

    Thanks for the link. This seems a very useful tool. Can we download it and get it free?
     
    #41     Jun 8, 2006
  2. cnms2

    cnms2

    You can use it freely following the link I provided. Or, maybe I haven't understood your question ... ? :confused:
     
    #42     Jun 8, 2006
  3. Just wonder if we can use it without internet connection. :)

    Is there anyway we can link it with real-time data? Or are there similar software with real-time data connection?
     
    #43     Jun 9, 2006
  4. cnms2

    cnms2

    If you can handle Excel and Visual Basic (or another programming language), you can do it yourself using an option model. It's pretty simple programming.
     
    #44     Jun 9, 2006
  5. cnms2,

    Thanks. How do you connect your VBA or excel to real-time datafeed? I am using ameritrade, and there is no way to export the real-time data.

    Which brokers will provide real-time option data with greeks?
     
    #45     Jun 14, 2006
  6. You don't need the greeks. The point is that once you know the underlying price, the strike, date, and market price, you can compute everything else including all the greeks.
     
    #46     Jun 14, 2006
  7. MTE

    MTE

    Thinkorswim, Optionsxpress among others.

    To connect real-time data feed to excel you need a platform that offers DDL link.
     
    #47     Jun 14, 2006
  8. So both thinkorswim and optionxpress offer DDE links?
     
    #48     Jun 14, 2006
  9. MTE

    MTE

    Err, sorry, no, they don't but they offer real-time greeks within their platforms.
     
    #49     Jun 14, 2006
  10. cnms2

    cnms2

    1. yes

    2. optionsXpress
     
    #50     Jun 15, 2006