Delta neutral — In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. Such a portfolio typically contains options and their… … Wikipedia
delta neutral hedging — An option is delta hedged if an offsetting position has been taken in the underlying asset in proportion to the option s delta, creating, at that moment in time, a position that is immune to small changes in market direction. LIFFE … Financial and business terms
Delta Neutral — A portfolio consisting of positions with offsetting positive and negative deltas. The deltas balance out to bring the net change of the position to zero. As a result, you neutralize the response to market movements for a certain range … Investment dictionary
Delta neutral — The value of the portfolio is not affected by changes in the value of the asset on which the options are written. The New York Times Financial Glossary … Financial and business terms
Delta Spread — An options trading strategy where the trader initially establishes a delta neutral position. The trader creates this delta neutral position by simultaneously buying and selling options in proportion to the neutral ratio. Using a delta spread, a… … Investment dictionary
Delta-Hedging — Mit Delta Hedging bezeichnet man eine Absicherungsstragie, mit der man eine Optionsposition gegen Preisänderungen des Basiswertes absichert. Hierzu baut man eine Position im Basiswert auf, deren Wertänderungen bei Preisbewegung den Wertänderungen … Deutsch Wikipedia
delta hedged — See delta neutral. Dresdner Kleinwort Wasserstein financial glossary … Financial and business terms
Delta Ophiuchi — Location of δ Ophiuchi (middle right) Observation data Epoch J2000 Equinox J2000 … Wikipedia
Delta Lambda Psi — ΔΛΨ Founded 2005 Santa Cruz, California Type Social Emphasis Queer life Scope National … Wikipedia
Delta-wye transformer — Not to be confused with Y Δ transform. A delta wye (Δ Y) transformer is a transformer that converts three phase electric power without a neutral wire into 3 phase power with a neutral wire. It can be a single three phase transformer, or built… … Wikipedia
