option trader in IB

Discussion in 'Options' started by polee2000, Dec 30, 2006.

  1. is the delta figure reliable ?
    if it is reliable, is there way to get those figures for my program
    or i have to code it myself
    if i have to code it myself. what is a quick and dirty way to do it
    since I only need a ballpark figure off by 10% is not an issue
    ie like long 7 vs long 6
    thank you
  2. rosy2


    no clue what your program is, but i think the new API (9) can give you implied vol. with that you can solve for a delta. or get the bid/offer mid and solve for implied vol then get your delta