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Delta hedge

   Also found in: Wikipedia 0.09 sec.
Delta hedge
A dynamic hedging strategy using options that calls for constant adjustment of the number of options used, as a function of the delta of the option.


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delta hedge 30% to 40% of the stock held by the non-recourse subsidiary).
Fitch Affirms NRG's Ratings Following Announcement of Hedge Reset ... by Business Wire
Our previous 100% hedge policy has been replaced by a delta hedge policy.
Van Der Moolen Holding Completes Sale of 780.000 Own Shares by Business Wire
As a consequence of the new delta hedge policy, Van der Moolen will be holding a variable number of VDM shares, tracking the delta of the total options outstanding on a lagging basis.
Van der Moolen: Net Income of EUR 4.3m in the First Quarter of 2004 by Business Wire
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