|Refers to an options position constructed so that the profitability of the position relies on the magnitude of the move - not the directional bias; it is relatively insensitive to the price movement of the underlying instruments.
A delta neutral trade is arranged by selecting a calculated ratio of short and long positions with a combined delta of zero.
The speed by which delta changes compared with the speed by which the underlying asset is ...
A strategy designed to protect the investor against directional price changes in the underlying asset by ...
The amount by which the price of an option changes for every dollar move in the ...
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