Cumulative Delta Start Time

April 12th, 2021, 07:41 PM

I'm on Central Time in the U.S. and I was wondering if most people start calculating cumulative delta starting at 17pm when most markets reopen or at midnight?

April 13th, 2021, 04:40 PM

I reset delta on RTH session start in ES
In treasuries I reset after RTH ends

ES is really different during RTH and ETH. Treasuries not so much (for me .... but Im really new so

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Cumulative Delta Start Time

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Cumulative Delta Start Time