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Delta neutral

   Also found in: Wikipedia 0.01 sec.
Delta neutral
Describes value of a portfolio not affected by changes in the value of the asset on which the options are written.


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So the fact that the investor did a delta neutral trade could mean they are more interested in betting on volatility than direction.
Curious call buying in McGraw-Hill (MHP) by Jud Pyle / Stockhouse
Fortunately, there is and the answer is found in what is known as Delta Neutral options trading.
Delta Neutral Trading for Volatile Markets by Jason Ng / Finance and Investment community
is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier.
United States: Da Vinci Launches Green Falcon Fund by TendersInfo
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