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Posted

Hello,

I am looking at the following 7 leg trade and I want to be sure I am calculating position delta correctly.  As you can see I have calculated 76.1.  This does not agree with another persons total by a factor of more than 10 times.  Can anyone point out what I am doing incorrectly here?

Thanks.

 

 

     

Delta

Position delta

BTO #20 2/15/2019 121c

 

50.09

1001.8

STO # 20  2/15/2019 123c

 

28.36

-567.2

BTO #40  1/18/2019 122c

 

25.83

1033.2

BTO #40  1/18/2019 117.5p

 

-4.21

-168.4

STO #20 1/18/2019 121c

 

48.7

-974

STO #10 1/18/2019 120c

 

73.13

-731.3

STO #40 1/18/2019 119p

 

-12.05

482

  Position Delta

   

76.1

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