Allow to set delta range
FenG
When strikes are missing, delta can be very off. Yesterday i looked for 20delta call strikes (QQQ) around 14DTE, only delta<=46 was available in the option chain (it only happens for certain DTEs not the whole chain). Also noticed that in the modeling tool. This is probably rare. But if I hadn't paused the trade, it would have triggered.
Can we have a delta range, e.g. 20 +/- 5?
Brian Chia
Hey FenG, would your expected behavior be to only open the trade if a strike within the delta range can be found?
FenG
Brian Chia exactly. when the delta deviates a lot, the trade is kinda different. also for DC, SLR filter is specific to delta, so we may not want to open the trade when the delta changes too much.