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eiffel avatar image
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Inconsistent delta value between rdp.get_historical_price_summaries() and eikon terminal

Hi,

I am trying to retrieve the delta value of Option 'SPYL182034500.U'. I used rdp.get_historical_price_summaries() and under "DELTA_EXCH" column, the delta for ''2020-11-11" is 0.69. However, in Eikon terminal, TP.OPWLastDelta is 0.6282 instead. Can I check how these values are derived?

Thanks.


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chavalit-jintamalit avatar image
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Hi @eiffel

I think the TR.OPWLastDelta is the current value.


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