Delta in an Option Chain remains unchanged

Request Attention 👀
1

Hi Team,

The Delta in an Option Chain does not change with the change in the underlying (Nifty 50 or Nifty Bank as I refer to these chains). The Delta should change with the change in the Gamma value with the change in the underlying. I see them changing on other broker platforms.

Why are these frozen in the Dhan platform?

Thanks.

2

Hi @priyank87

We are reviewing this and will let you know with an update soon.

3

Hi @priyank87,

We checked and found that the delta is updating as soon as we receive the data. As of now, you will have to refresh the page to see the most recent greeks value.

Feel free to email us at help@dhan.co or Chat directly from the CS section of App / Website.

4

Hi @Sameet ,

Thanks for the response.

Do I need to refresh the page every time to see the latest value of the Delta?

I believe that with every change in the underlying, the Gamma changes, and with that, the Delta should change. So, since the value of the underlying changes every microsecond, the delta shall also change accordingly. Meaning, we should see the frequency of change in the Delta same as the frequency of change in the Premium column.

Thanks.

1 Like
5

Hi @priyank87

Yes, you need to refresh the page for the latest value for the delta. We will optimize this further.