Delta vs Footprint Chart

The rate of change of an option's price relative to a $1 change in the underlying asset price; ranges from 0 to +1 for calls and -1 to 0 for puts; ATM options have delta approximately ±0.5; delta is also used as a proxy for the probability that the option expires in-the-money.

Advanced charting format displaying buy and sell volume at each price level within candlesticks, revealing order flow distribution and trader behavior invisible on standard charts.