龙听期货论坛's Archiver

龙听 发表于 2022-11-3 11:55

【Option Delta】

[code]
inputs:
        ExpMonth_MM( 0 ),
        ExpYear_YYYY( 0 ),
        StrikePr( 0 ),
        Rate100( 0 ),
        Volty100( 0 ),
        PutCall( Put ) ;

variables: var0( 0 ) ;

var0 = ExpYear_YYYY - 1900;

Plot1( @Delta( DaysToExpiration( ExpMonth_MM, var0 ), StrikePr, Close, Rate100,
Volty100, PutCall ), "Delta" ) ;
[/code]

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