Makes sense...

I have only End Of Day historical data.

Unfortunately, indeed, it doesn't work with EOD data + actual prices, at all:

Example from IB

DAX:
Strike 12650, expiration in 28 days
- yesterday's option close price 228, underlying close price 12590
- today's option price 195, underlying price 12613
- delta -0.535
Calculation: 33/23=1.43

SPY:
Strike 238, expiration in 28 days
- yesterday's option close price 2.10, underlying close price 236.77
- today's option price 2.29, underlying price 237.6
- delta 0.49
Calculation: 0.19/0.83=0.22

I am going to continue with Zorro's implemented functions.