Delta Cross Hedge
Delta Cross Hedge - This involves the futures trading. It is an offset position in the contract of futures for an existing position towards a related commodity in the cash market.
A measure of how movements in a stock's price affect the price of an option based on the stock. A of .25, for instance, means that when a stock rises by $1, the option price rises by 25 cents.
The ratio comparing the change in the price of the underlying asset to the corresponding change in the price of a derivative.
Also referred to as the "hedge ratio".
Refers to a position involving options that is designed to have an overall of zero.
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What is the definition of Delta Neutral?
This refers to a portfolio which has positions on the long and short sides offsetting each other and thereby, leading to a delta of zero.
Das Börsen- und Finanzlexikon: "-Faktor"
Maß für die Veränderung des Optionspreises bei einer Veränderung des Basiswertes um eine Einheit.
Verwandte Einträge: ...
A method used by option writers to hedge risk exposure of written options by purchase or sale of the underlying instrument in proportion to the delta.
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measures an option value's theoretical sensitivity to a change in the price of the underlying asset.
The percentage amount by which the price of an option changes for every dollar move in the underlying instrument.
The state of an option where the strike price is the same as, or nearest to, that of the current market price of the underlying futures contract.
The Delta Phenomenon
'The Delta Phenomenon or The Hidden Order In All Markets' is a book on market symmetry, authored by J.Welles Wilder Jr. and published by The Delta Society International in 1991.
What is ?
is a measure of the change in the option's price resulting from a change in the underlying stock price.
Instead of talking about refinery runs it looks like all of a sudden there has been a run on refineries. In an historic move Delta Airlines is now in the refinery business. Bloomberg News reported that Delta Air Lines Inc.
is also called the hedge ratio, it is the ratio of the change in price of an option to the change in price of the underlying stock.
delta_w2=-epsilon*(d err/d w2)
dove d err/d w =derivata dell’ errore rispetto al peso
epsilon=costante di apprendimento che incide
sulla misura dello spostamento a parità
di "pendenza" nel punto specifico ...
The ratio of change in the price of a derivative with the price of the asset.
Hedging A strategy using a portfolio of options that are not sensitive to the changes in the price of an underlying asset.
The Greeks include delta, gamma, vega, theta, and rho. The function and interpretation of all of these values are included in the program.
- Based on the Odds
or Change per Point is the option's sensitivity to a small change in the stock. For instance, if the stock moves by $0.10 and the option changes by $0.
The amount by which an option's price will change for a one-point change in price by the underlying entity. Call options have positive deltas, while put options have negative deltas.
. (1) The change of the currency option price relative to a change in the currency price; (2) the hedge ratio between the option contracts and the currency futures contracts necessary to establish a neutral hedge; ...
An options strategy that aims to reduce (hedge) the risk associated with price movements in the underlying asset by offsetting long and short positions.
Margining or -Based Margining
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 ...
Delta, , measures the rate of change of option value with respect to changes in the underlying asset's price. Delta is the first derivative of the value of the option with respect to the underlying instrument's price .
- the amount an option will change in price for a one point move in the price of the underlying security.
Delta Airlines (DAL)
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Tags: BBY, c, CCE, CMCSA, DAL, DNDN, F, George Soros, Soros, Stocks, Top Stock List, WMT ...
measures the rate at which an option price will change relative to the stock price. Equivalent to SPEED.
GAMMA measures the rate at which changes. Equivalent to acceleration.
THETA measures the rate of change of time value.
Delta and Gann Thoughts 15May2010
Timing is the key to trend/swing trading. These are my timing thoughts presently.
Special thanks to Stockman for sharing his work, especially Squaring ...
-Hedged An options strategy that protects an option against small price changes in the option's underlying instrument.
Delta is a measure of the rate of change in an option's price for a $1 move in the underlying stock. For example, if the delta on an option is 0.3 and the share price rises by $1 then the option would rise by 0.
: 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 of 0.5 would change $.50 when the underlying commodity moves $1.00.
The relationship between an option's price and the price of the underlying stock or futures contract is called its delta.
A measure of the relationship between an option price and its underlying futures contract or stock price.
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A general increase in prices that occurs when demand exceeds supply.
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Delta Force Indicator Metatrader Indicator
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See also: Option, Trading, Market, Stock, Options