Wrong delta in options chain

APIs, Automation, Algos & Code
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Hi @Dhan @Tradehull_Imran
The options chain delta values are wrongly calculated pls check. I verified the delta values from zerodha as well fyers and opstra, all other show similar values but dhan options chain delta numbers have huge variation from other also they dont look correct. the atm call delta is near 60 and put delta near 40 for 29th sept expiry nifty. pls verify delta for other indices and stocks and verify your delta calculation method. Even banknifty delta seems off. Attached is image for nifty data.

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@Tradehull_Imran The same delta values are returned in options chain api and created problem in my analysis through python script. Pls check and verify ASAP.

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@Dhan @Tradehull_Imran

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@Dhan @Tradehull_Imran Even in bank nifty the data are wrong. Also basic check the call and put delta sum is not equal to 1.

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Hey @Shahid_Shahid ,

To know how options Greeks are calculated on Dhan, we request you to go through our post: https://madefortrade.in/t/learn-how-are-option-greeks-calculated-on-dhan-know-more/9653