Flat
Subtype of Delta ModeAll relevant market quotes are shifted simultaneously by a specified amoount x.
Afterwards, the price of the referenced tradable is recalculated.
Then, depending on the chosen delta definition, either the difference (NewPrice - OldPrice) or the ratio (NewPrice - OldPrice) / x is reported as the flat delta associated with the collection of all market quotes.
If there are any futures prices involved, those are shifted downwards by 100*δ, where δ is the rate shift amount entered in Rates Shift.