Delta Spread

0.01 sec.

Delta Spread

A ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also Ratio Spread and Delta.

Delta Spread

A situation in which the difference in price of two or more related options is zero. An investor holding these options will find that a small change in the price of the underlying asset will not affect the price of his/her options, but a large movement in any direction will result in a large profit. A delta spread is a hedging strategy designed to minimize risk while maximizing return. The most common type of delta spread is a calendar spread. See also: Call ratio backspread.

Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content.

?Page tools

Printer friendly
Cite / link

Feedback
Add definition

Mentioned in	?		Financial browser	?		Full browser	?
No references found			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 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 Demonetisation			Delta Research and Educational Foundation Delta Research and Extension Center Delta Research and Global Observation Network Delta resonance delta rhythm delta rhythm delta rhythm delta rhythm Delta Rural Systemic Initiative Delta Saxophone Quartet Delta Scuti Network Delta Scuti Star Newsletter Delta Scuti stars Delta Sierra Professional Development Consortium Delta Sigma Phi Delta Sigma Pi Delta Sigma Theta Sorority, Inc Delta Sleep Delta Sleep Inducing Peptide, Immunoreactor Delta sleep-inducing peptide Delta Society Delta Solid Waste Management Authority Delta South Elementary Delta Special Forces Clan Delta Special Ops Delta Spread Delta Spreads Delta Squad Delta State Recreation Site Delta State University delta stock Delta storage pool deficiency delta T lymphocyte delta T lymphocyte delta T lymphocyte delta T lymphocyte Delta Tau Delta Delta Tau Xi Delta Technical Center Delta Time/Character Count Delta Township District Library delta transformer Delta Tributaries Mercury Council Delta Tributary Mercury Council Delta Universal Time Delta Upsilon Delta Upsilon Educational Foundation Delta Upsilon International Fraternity Delta Ursae Majoris Delta Valley and Southern Railway Company delta virus Delta Volunteer Fire Department delta w delta w delta w delta w

Financial Dictionary

Free Tools:	For surfers: Free toolbar & extensions \| Word of the Day \| Help For webmasters: Free content \| Linking \| Lookup box \| Double-click lookup

Disclaimer
All content on this website, including dictionary, thesaurus, literature, geography, and other reference data is for informational purposes only. This information should not be considered complete, up to date, and is not intended to be used in place of a visit, consultation, or advice of a legal, medical, or any other professional.