Delta is the easiest to understand of the option Greeks Delta is the second Greek letter used in options trading. Delta can easily be quantified as the change in option price relative to the ...

Delta hedging is a risk management strategy used to reduce or neutralize the price movements of an underlying asset in options trading. By adjusting the positions in the underlying asset to match the ...

Options greeks are a group of variables that affect option positions. They are typically referred to as delta, gamma, theta, vega, and Rho in the options market. These variables indicate how changes ...