IB option position Delta calculation?

Discussion in 'Options' started by surfer25, Jul 24, 2012.

  1. Hi,
    Is there an easy way to determine what my option position Delta is relative to the underlying using IB? I am talking about multileg positions. I know I can see the individual deltas by looking at the appropriate column in option trader, but I am trying to find the overall delta of a position regardless of how many strikes and expiration dates it involves.

  2. you can in the options trader quote the spread.. and then ad the column for delta in the quote panel and it will show up.. i always watch my delta risk there. for credit spreads etc.
  3. here... see just click on the wrench and add those columns.. you'll find them obviously under greeks.. of course it would show the deltas if the market was open..

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