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Seeking Advice: Trading Two Algorithms for SPX500 / US Treasury
by AndrewAMD. 05/07/24 00:56

Data from CSV not parsed correctly
by dr_panther. 05/06/24 18:50

Zorro Mistakenly Changes Another Assets Parameter in Loop
by dr_panther. 05/06/24 18:24

tradeUpdatePool() but for only exiting positions
by AndrewAMD. 05/03/24 15:20

FOSS C++ DLL framework with a Python subsystem and git hooks.
by firatv. 05/02/24 09:40

Help with plotting multiple ZigZag
by degenerate_762. 04/30/24 23:23

M1 Oversampling
by 11honza11. 04/30/24 08:16

Texture/Sprite animation tool. Someone interested in ?
by NeoDumont. 04/29/24 02:20

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Re: Option Search using Delta [Re: avy] #484297 10/03/21 10:25 10/03/21 10:25
Joined: Apr 2008 Posts: 586 Austria Petra Support
Petra Support Joined: Apr 2008 Posts: 586 Austria	I know that at least with IB you had to call optionprice for any option to get the delta and it takes a looong time. For speeding up, get delta only for a few options and then interpolate.

Entire Thread
Subject	Posted By	Posted
Option Search using Delta	avy	09/26/21 10:50
Re: Option Search using Delta	Petra	09/26/21 15:45
Re: Option Search using Delta	avy	10/03/21 05:16
Re: Option Search using Delta	Petra	10/03/21 10:25
Re: Option Search using Delta	TimExcellent	11/23/21 07:00
Re: Option Search using Delta	jcl	11/23/21 10:09
Re: Option Search using Delta	TimExcellent	11/23/21 18:05

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