Delta profile (delta by price)
A delta profile is a horizontal histogram of delta by price: at each price level it shows ask volume minus bid volume, so the reader sees where inside a bar or a session aggressive buying and aggressive selling concentrated. It differs from a volume profile, which shows total traded volume by price without direction.
Senzoukria · Glossary · Updated September 2026
From cells to a profile
Each level of a footprint bar has a bid volume and an ask volume. Delta at that level is the ask volume minus the bid volume: positive when buyers took liquidity there, negative when sellers did. A delta profile draws that number as a horizontal bar at each price, extending right for positive values and left, or in a second colour, for negative ones.
Over one bar, the profile is the bar's footprint reduced to its net direction. Over a session, the levels of every bar are summed by price, producing a profile of where net aggression accumulated regardless of when it happened.
- Summing per level keeps the sign; a level that saw +50 in one bar and −45 in another shows +5 in the session profile.
- The largest positive level and the largest negative level are usually the two prices worth locating first.
- A level with no trades has no delta; it is left empty, not drawn at zero.
Delta profile versus volume profile
| Volume profile | Delta profile | |
|---|---|---|
| Value per level | Bid + ask volume | Ask − bid volume |
| Sign | Always positive | Positive or negative |
| Reference point | POC, value area | Largest net buy level, largest net sell level |
| Question answered | Where did the market trade the most? | Where did one side dominate? |
Reading the shape
- Positive delta concentrated near the lows of a bar with a higher close describes buyers initiating from the bottom.
- Negative delta at the highs of a bar that still closed up describes sellers hitting into strength while passive bids absorbed them.
- A profile whose delta is spread thinly across every level says the imbalance was diffuse; one where a single level carries most of it says a few prints decided the bar.
- The Delta Concentration % indicator quantifies exactly that last reading: the largest single-level delta divided by the sum of all level deltas, which can exceed 100 % when opposite-signed levels cancel in the denominator.
In Senzoukria
"Delta Profile" is one of the footprint cell types on the Footprint page, in the Profiles family of the Footprint type chip, next to Volume Profile, Trades Profile, Bid/Ask Profile, Bid/Ask Ladder and Pos/Neg Delta Profile. Choosing it replaces the numbers inside each candle with a per-level histogram of delta. Pos/Neg Delta Profile draws positive and negative parts as two separate bars per level instead of one signed bar.
Delta cells follow the Bid and Ask colours set in the footprint settings, as the cell colours hint explains. The cumulative delta guide covers what happens when those per-level deltas are summed over time instead of over price.
Common mistakes
- Reading the profile's widest bar as the POC. The POC is a volume concept; the widest delta bar is the most one-sided level, which may carry little total volume.
- Assuming positive session delta at a price means it is support. It says buyers were aggressive there; whether the level held is a separate observation.
- Comparing delta profiles from feeds with different aggressor conventions. Crypto venues flag the taker side differently from a futures feed.
Related
- Footprint page
- Cumulative delta explained
- Delta Concentration % indicator
- Volume profile explained
- Footprint cell types
This page in other languages
Frequently asked questions
- Is a delta profile the same as cumulative delta?
- No. Cumulative delta sums delta over time, producing a curve that runs from the session open forward. A delta profile sums delta over price, producing a histogram aligned with the price axis. Both start from the same per-level numbers, ask minus bid, but one answers when and the other answers where.
- Why does my delta profile look different from the volume profile at the same prices?
- Because a level can trade heavily on both sides. A price with 400 contracts at the bid and 420 at the ask is a large bar in the volume profile (820) and a small one in the delta profile (+20). The two profiles disagree exactly where the auction was most contested.