Hello. I need help with IB TWS.
For example I open 10 contracts straddle spread.
Explain me please:
1) How can I see the delta of this spread?
When I right click on the spread and select Analytical Tools – Performance Profile, it shows all greeks (gamma theta vega) = 0, and delta always = 10 (and it never changes when price changes). Why is this?
2) How can I combine this spread with a stock position to make it delta neutral?
Thank you.