Where to get Delta (and use it in Excel)

TT supports RTD functionality for greeks.

rtd.PNG



https://library.tradingtechnologies.com/trade/auto-excel-rtd.html

AskImpliedDelta = Option Delta from the ask implied volatility
AutofitDelta Option = Delta from the autofit curve
BidImpliedDelta = Option Delta from the bid implied volatility
MidImpliedDelta = Option Delta from the mid implied volatility
SettlementDelta = Option Delta from the settlement curve
UserCurveDelta = Option Delta from the user curve
 
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