Delta
Definition
The expected change in an option's price given a one-unit change in the price of the underlying futures contract or physical commodity. For example, an option with a delta of 0 >> 5 would change $.50 when the underlying commodity moves $1.00.
Related Terms Other terms related to 'Delta' starting with the letter 'D' Delivery, Directional Trading, DTEF, Delta Margining or Delta Based Margining, Day Ahead Browse by Letter » A B C D E F G H I J K L M N O P Q R S T U V W Y Z
| 