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DerivativesHelperDelta Method

To calculate the option delta.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static decimal Delta(
	OptionTypes optionType,
	decimal assetPrice,
	double d1
)

Parameters

optionType
Type: StockSharp.MessagesOptionTypes
Option type.
assetPrice
Type: SystemDecimal
Underlying asset price.
d1
Type: SystemDouble
The d1 parameter of the option fulfilment probability estimating.

Return Value

Type: Decimal
Option delta.
See Also