jbesr1230 3 Report post Posted January 16, 2019 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 Share this post Link to post Share on other sites
