Delta Margining or Delta Based Margining
Definition
An option margining system used by some exchanges that equates the changes in option premiums with the changes in the price of the underlying futures contract to determine risk factors upon which to base the margin requirements.
Related Terms Other terms related to 'Delta Margining or Delta Based Margining' starting with the letter 'D' Default Option, Day Trader, Designated Contract Market, Default, Dutch Auction 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
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