Where to get Delta (and use it in Excel)

Discussion in 'Strategy Building' started by BlueTrader, Oct 25, 2016.

  1. patrickrooney

    patrickrooney

    TT supports RTD functionality for greeks.

    rtd.PNG


    https://library.tradingtechnologies.com/trade/auto-excel-rtd.html

    AskImpliedDelta = Option Delta from the ask implied volatility
    AutofitDelta Option = Delta from the autofit curve
    BidImpliedDelta = Option Delta from the bid implied volatility
    MidImpliedDelta = Option Delta from the mid implied volatility
    SettlementDelta = Option Delta from the settlement curve
    UserCurveDelta = Option Delta from the user curve
     
    #11     Oct 25, 2016
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  2. BlueTrader

    BlueTrader

    Thank you guys. I can see now, that there are quite many platforms providing what I need. I just need to choose one. Thanks
     
    #12     Oct 25, 2016
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