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Dear collegues,
I have a problem using Delta function - the highest strike allowed is 100000 but I need more than 200000 (Russian market).
How can I calculate Delta for option?
Thank you!
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Rank: Advanced Member
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Unfortunately, at this time, the only solution would be a custom formula to calculate the delta from scratch or a custom DLL to do the calculation.
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 4/1/2011(UTC)
Posts: 2
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MS Support wrote:Unfortunately, at this time, the only solution would be a custom formula to calculate the delta from scratch or a custom DLL to do the calculation.
Is it possible to provide the formula by Metastock language?
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Rank: Advanced Member
Groups: Moderators, Registered, Registered Users, Subscribers
Joined: 10/8/2010(UTC)
Posts: 1,960
Thanks: 92 times
Was thanked: 155 time(s) in 150 post(s)
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The formula is based on the Black Scholes calculations. I tried duplicating that in the formula language previously but MetaStock was not able to do the calculations.
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