Delta of Indices and Currency Options

[abaker]

Would anyone know of low cost or free services, that provide the Delta of options, particularly Indices and currencies options?

 

[thegazelle]

http://www.ivolatility.com/

You can do indicies, don't think you can do currency. Also, its still pulling Friday's info, and not today's, just a heads up.

 

[dunleggin]

For CME contracts, you can get the deltas of each strike free by clicking the Daily Bulletin link on www.cme.com then selecting latest date, then relevant contract page ..eg. PG27 for BP options

For all U.S. contracts, Barchart's Advanced Commodities service, which is US$20 p.m. (example below) has deltas plus other analytics

Otherwise, you could derive them from the output of the pricing model at www.pmpublishing.com given the settlement price and a rough idea of i.v.

 

[abaker]

thanks to both of you