Thanks Petra,

But that would be a theoretical value.
Delta is supplied by the broker using Get_Greek command. I want to be able to use if that would be possible, I think the problem is that I would need to run contractPrice () for every selected contract and it may take a lot longer. I am thinking if there is a way to download greeks using ContractUpdate or running contractPrice() once for option chain?? Thanks again

Last edited by avy; 10/03/21 05:17.