Please add Delta Feature

alistair7682

Would love to see strike selection by delta with sl as delta change and target as delta change.

individual leg delta
combined leg delta

rajat

Interesting suggestion, Noted!

alistair7682

rajat any update on delta?

alistair7682

rajat
sir its been almost a year
waiting to hear from you regarding delta feature

alistair7682

also
Re-entry option - at same delta as entry or slightly lower delta than entry or delta matching the current leg delta of opposite leg to make it DeltaNeutral

9886111174

Hi @rajat , If delta option not immediately feasible , kindly introduce Re-entry at opposite leg current price , which will somewhat make both legs Delta Neutral

rajat

alistair7682 We have an interesting update coming towards the end of this month, it's not exactly entry by delta but it should give you levers to balance deltas

AlgoTestSupportSahil

Hi @alistair7682
I would like to inform you that we are currently working on it. Once we have an update, we will notify you promptly. Thank you for your patience.

kishansonar

rajat any update regarding this: https://algotest.in/forum/d/667-select-custom-strike-in-strategy ?

9711710458

Please add delta feature in such a way so that we can select the delta for both CE and PE strike-wise and then adjust according to the total MTM reaches 0.8%. For example, an OTM strangle strategy in which OTM strike premiums sold having deltas ranges between 0.2 to 0.3 and the positions automatically adjusted when the total MTM reaches 0.8% to make the position again delta neutral.

AlgoTestSupportSahil

Hi @9711710458
Currently we are working on this feature. You will be updated when available.