[  A B C D E F G H I J K L M N O P Q R S T U V W X Y Z #  ]

Delta

Delta		The amount by which the price of an option changes for every dollar move in the underlying instrument. Delta measures the sensitivity of the option’s value to a change in the price of the underlying.
Additional comments: Delta is related to the distance from the current market price either in the money or out of the money. The farther in the money an option becomes, the stronger the delta.

Related Terms
		Gamma The speed by which delta changes compared with the speed by which the underlying asset is moving.Gamma is a second order ... In the Money (ITM) If you were to exercise an option and it would generate a profit at the time, it is known to ... Delta Neutral Refers to an options position constructed so that the profitability of the position relies on the magnitude of the move - ...

 

---

Search

beginning of word

full word and in description