Trading options with Zorro: How to calculate Delta

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Trading options with Zorro: How to calculate Delta #465968 05/18/17 20:24 05/18/17 20:24
Joined: Nov 2016 Posts: 66 GreenBoat OP Junior Member
GreenBoat OP Junior Member Joined: Nov 2016 Posts: 66	I would like to test Delta hedging / Delta neutral strategies. Is there some easier way how to calculate Delta, then using contractVal with all the inputs? I have historical option prices (option chain for every day).

Entire Thread
Subject	Posted By	Posted
Trading options with Zorro: How to calculate Delta	GreenBoat	05/18/17 20:24
Re: Trading options with Zorro: How to calculate Delta	jcl	05/19/17 06:50
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	05/19/17 08:33
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	05/19/17 12:40
Re: Trading options with Zorro: How to calculate Delta	jcl	05/19/17 13:04
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	05/19/17 13:50
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/16/17 19:43
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/22/17 08:34
Re: Trading options with Zorro: How to calculate Delta	jcl	06/22/17 10:15
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/27/17 13:21
Re: Trading options with Zorro: How to calculate Delta	jcl	06/28/17 17:16
Re: Trading options with Zorro: How to calculate Delta	GreenBoat	06/29/17 14:02
Re: Trading options with Zorro: How to calculate Delta	rruuvvii	04/06/20 23:04

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