Delta of Indices and Currency Options

Discussion in 'Options' started by abaker, Apr 16, 2007.

  1. abaker


    Would anyone know of low cost or free services, that provide the Delta of options, particularly Indices and currencies options?

    You can do indicies, don't think you can do currency. Also, its still pulling Friday's info, and not today's, just a heads up.
  3. For CME contracts, you can get the deltas of each strike free by clicking the Daily Bulletin link on then selecting latest date, then relevant contract page PG27 for BP options

    For all U.S. contracts, Barchart's Advanced Commodities service, which is US$20 p.m. (example below) has deltas plus other analytics

    Otherwise, you could derive them from the output of the pricing model at given the settlement price and a rough idea of i.v.
  4. abaker


    thanks to both of you