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Monitoring Options Deltas in Excel

Thu, 02/07/2019 - 16:00
If you set up a Microsoft Excel® dashboard to monitor options prices and their respective deltas you may see the delta values disappear occasionally in the dashboard. In other words, the value for the options deltas, especially far out of the money options, will be temporarily blank. This has nothing to do with Excel. It is due to the settings used in your CQG Options Windows that are for the calculations. Two settings in the Options Preferences will insure the deltas are calculated and displayed continuously: Volatility and Price filter. Open the Options Window, Right-click on the... more