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
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