Delta - Revision history

imported>Doug Williamson: Classify page.

2022-06-29T19:56:02Z

Classify page.

← Older revision		Revision as of 19:56, 29 June 2022
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	* [[Underlying asset]]		* [[Underlying asset]]
	* [[Variable]]		* [[Variable]]

			[[Category:The_business_context]]
			[[Category:Financial_products_and_markets]]

imported>Doug Williamson: Layout.

2021-08-06T14:52:48Z

Layout.

← Older revision		Revision as of 14:52, 6 August 2021
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	1.		1. ''Options.''

	''Options.''

	Delta is the slope of the curve of option value plotted against underlying asset price.		Delta is the slope of the curve of option value plotted against underlying asset price.
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	2.		2. ''Change - difference.''

	More generally, any change in a variable, especially a financial variable.		More generally, any change in a variable, especially a financial variable.

			Or any difference between two related variables.


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	* [[Put]]		* [[Put]]
	* [[Underlying asset]]		* [[Underlying asset]]
			* [[Variable]]

imported>Doug Williamson: Update & add links.

2016-09-06T15:34:31Z

Update & add links.

← Older revision		Revision as of 15:34, 6 September 2016
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	1.		1.

	''~~Maths~~.''		''Options.''

	Delta is the slope of the curve of option value plotted against underlying asset price.		Delta is the slope of the curve of option value plotted against underlying asset price.
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	== See also ==		== See also ==
			* [[Call]]
	* [[Delta hedging]]		* [[Delta hedging]]
	* [[Delta neutral]]		* [[Delta neutral]]
			* [[Derivative]]
	* [[Gamma]]		* [[Gamma]]
	* [[Greeks]]		* [[Greeks]]
			* [[Low-delta option]]
			* [[Out of the money]]
	* [[Option]]		* [[Option]]
			* [[Put]]
			* [[Underlying asset]]

imported>Doug Williamson: Layout.

2016-05-11T11:33:49Z

Layout.

← Older revision		Revision as of 11:33, 11 May 2016
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	1. ''Maths.''		1.

			''Maths.''

	Delta is the slope of the curve of option value plotted against underlying asset price.		Delta is the slope of the curve of option value plotted against underlying asset price.

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	It ranges between 0 and +/-1, depending on whether the option is a call or a put, and whether we have a long (bought) or short (sold) position in the option.		It ranges between 0 and +/-1, depending on whether the option is a call or a put, and whether we have a long (bought) or short (sold) position in the option.

	2. More generally, any change in a variable, especially a financial variable.
			2.

			More generally, any change in a variable, especially a financial variable.


	== See also ==		== See also ==
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	* [[Greeks]]		* [[Greeks]]
	* [[Option]]		* [[Option]]

imported>Administrator: CSV import

2012-10-23T14:19:22Z

CSV import

New page

1. ''Maths.''
Delta is the slope of the curve of option value plotted against underlying asset price.

Mathematically, it is the first derivative of option value with respect to the underlying asset price.

It ranges between 0 and +/-1, depending on whether the option is a call or a put, and whether we have a long (bought) or short (sold) position in the option.

2. More generally, any change in a variable, especially a financial variable.

== See also ==
* [[Delta hedging]]
* [[Delta neutral]]
* [[Gamma]]
* [[Greeks]]
* [[Option]]