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Date/Time: Thu, 19 Sep 2024 01:13:47 +0000

Post From: Diagonal Comparison of Bid Volume and Ask Volume

[2014-07-11 12:31:09] Link To Thread - Link To Post [Go To First Post]
Dom7364 - Posts: 257
This is something I asked for, in short, diagonal Delta, but was told this would be nearly similar to current delta, and heard no more about it. It can indeed be similar, and it can be v different. What is certain is that if you are going to look at imbalance on a diagonal bid/ask basis, I see no reason to consider the delta differently than diagonal bid/ask delta. Date Time Of Last Edit: 2014-07-11 12:33:50