I compared:
- numerically computed Deltas
- ThinkOrSwim (options' platform with historical data) Deltas
- Deltas calculated by Zorro

Both numerically computed Deltas and ThinkOrSwim Deltas are almost the same. But the Deltas from Zorro are different, the difference is sometimes as high as 10 Delta points. The closer to the expiration date, the higher is the difference, which is weird.

Zorro calculates the Delta like this:

Delta = Rd("Option$delta");

Option$delta is RQuantlib function.

I didn't find information about this function

Any hint where can I find RQuantLib Delta formula?