Here is the real tick by tick Delta going into the close (cash session close) with a 5 minute chart.........
http://www.ttrader.com/mycharts/display.php?p=40371&u=5pillars&a=5Pillars&id=1699
The total Delta at 14:20 CST was +14,524 contracts, and from that point on we had a Delta that was...