delta Definition

delta

Definition

The change in price of a call option for every one-point move in the price of the underlying security. also called hedge ratio.

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Related Terms

gamma -

delta spread - More

neutral hedge ratio - More

neutral spread

option pricing curve

greeks

dynamic hedging strategy

elasticity of an option

option elasticity

curvature

Mentioned in these terms

delta hedging

delta cross hedge

Related Terms on BusinessDictionary

gamma
alpha

beta

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Nearby Terms

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delta
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