option trader in IB

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polee2000

is the delta figure reliable ?
if it is reliable, is there way to get those figures for my program
or i have to code it myself
if i have to code it myself. what is a quick and dirty way to do it
since I only need a ballpark figure off by 10% is not an issue
ie like long 7 vs long 6
thank you
 
Quote from polee2000:

is the delta figure reliable ?
if it is reliable, is there way to get those figures for my program
or i have to code it myself
if i have to code it myself. what is a quick and dirty way to do it
since I only need a ballpark figure off by 10% is not an issue
ie like long 7 vs long 6
thank you
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no clue what your program is, but i think the new API (9) can give you implied vol. with that you can solve for a delta. or get the bid/offer mid and solve for implied vol then get your delta
 
Quote from polee2000:

is the delta figure reliable ?
if it is reliable, is there way to get those figures for my program
or i have to code it myself
if i have to code it myself. what is a quick and dirty way to do it
since I only need a ballpark figure off by 10% is not an issue
ie like long 7 vs long 6
thank you [/QUOTE

Sometimes the Greeks on IB are not accurate. I have to calculate them myself sometimes on Excel.
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