Articles tagged “Delta Hedging”
1 article.
- Delta (options)
Delta is the rate of change of an option's premium per Re 1 move in the underlying, ranging 0 to 1 for calls and 0 to -1 for puts, and it doubles as the …
1 article.
Delta is the rate of change of an option's premium per Re 1 move in the underlying, ranging 0 to 1 for calls and 0 to -1 for puts, and it doubles as the …