Delta Neutral
(redirected from Delta Neutral Spread)

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Delta neutral

Describes value of a portfolio not affected by changes in the value of the asset on which the options are written.

Delta Neutral

Describing a portfolio containing option contracts where changes in the price of the underlying assets do not change the value of the portfolio. One can construct a delta neutral portfolio, for example, by buying calls and puts on the same underlying asset where each has an equal but opposite delta with respect to the other. So when the price of the underlying asset changes, the two options change prices in opposite directions so that there is no net effect on the value of the portfolio.

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Delta Cross-Hedge			CME began the first phase of its user-defined spreads initiative in July 2006 when the exchange launched electronic functionality for "covered," or delta neutral spreads involving CME Eurodollar futures and options. CME to Enhance Electronic Trading Opportunities for Options on Futures by PR Newswire			Delivered Duty Paid Delivered Duty Unpaid Delivered Ex Quay Delivered Ex Ship Delivering Short delivery Delivery Date Delivery Day Delivery Instructions Delivery Instrument Delivery Month Delivery Notice Delivery Option Delivery Options Delivery Point Delivery Points Delivery Price Delivery Versus Payment Delors Report Delphi Technique Delta Delta Cross-Hedge Delta Hedge Delta Hedging Delta Neutral Delta Neutral Spread Delta Spread DEM Demand Demand Clause Demand Deposit demand deposit account Demand Deposits Demand Line of Credit demand loan Demand master notes Demand Price Demand Shock Demand-Pull Inflation Demanda excedente Demanda total Demandeur d'emploi Dematerialization demise demised premises demising partition or wall Demo demographic demography demolition demolition clause			Delta Marketing Dynamics Delta Marsh Bird Observatory Delta Marsh Field Station delta matching transformer Delta MDM Application Test Equipment Delta Meadows Delta Meadows River Park Delta Menominee District Health Department Delta Micro Systems Delta Middle School Delta Minor Ball Hockey Association Delta Mission Checkout Delta modulation Delta modulation Delta Modulation Multi-Beamformer Delta Modulation System Delta Moon Student Film Festival delta moraine Delta Mu Delta Delta Music Makers Delta National Forest Delta National Wildlife Refuge Delta Network Delta Network Systems Delta neutral Delta Neutral Spread Delta Neutral Spreads Delta Nine Delta North Elementary Delta North Elementary School Delta Nu Delta Nu Alpha Delta Obstruction Lighting Delta of the Vistula Delta of the Vistula Delta of Venus delta optical density analysis Delta Over Baseline at 30 Minutes Delta Para-Club Hohwacht Delta particle Delta particle Delta Petroleum Target price Delta Phi Lambda Sorority, Inc Delta Phi Omega Delta Pi Epsilon Delta Pixel Matrix Technology delta plain Delta Plan Delta planiste Delta planiste Delta Plus Formation Conseil DELTA POP Delta Population

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Delta Neutral (redirected from Delta Neutral Spread)

Delta Neutral
(redirected from Delta Neutral Spread)