Options position Delta Calculation software?

surfer25 · Jul 25, 2012

Does anyone know of a software that will accurately calculate your delta if you input your options positions?

1245 · Jul 25, 2012

Doesn't your current platform do that?

TskTsk · Jul 25, 2012

What kind of software doesnt do that?

surfer25 · Jul 25, 2012

I am looking for an independent software that does it accurately for multiple positions at the same time. Not a broker software.
Thanks.

1245 · Jul 25, 2012

MICROHEDGE, VALDI OPTIONS SOLUTIONS

http://sungard.com/~/link.aspx?_id=699895BB90CD44D1AEF1999E80D1C99B

BTW, many broker neutral platforms calculate Greeks correctly.

newwurldmn · Jul 25, 2012

excel and european blackscholes. might be off by a few deltas but would it really matter?

comintel · Jul 25, 2012

http://www.hoadley.net/options/options.htm

cdcaveman · Jul 27, 2012

IB does it perfectly.. which from your other thread means this one is dead..

sounds like you just need to go wondering around your IB trader workstation .. theres alot there your missing if you arent using that..