I am looking for someone to write a program for the IB TWS that will read the delta of my equity options position, and enter orders for the underlying stock when that delta reaches a user defined level. For example: Using an option pricing model, it is determined that when IBM trades at 101, my options position will be 1000 deltas long. The program will have already entered a limit order to sell 1000 shares of IBM at 101. If IBM then trades down to 100 the program will have generated a buy limit order to cover the 1000 share short position, and bring my options position delta back to zero. The program will need to monitor multiple equity option positions, and enter resting buy and sell limit orders on all of them, at various user-defined delta values. Please send me a private message if you're interested. Thanks!