Delta

Delta

A measure of how much an option premium changes, given a unit change in the underlying futures price. Delta often is interpreted as the probability that the option will be in-the-money by expiration.

This is auto-generated content. You can help to improve it.

0 0

Improve it

Add an image

Part of Speech: noun
Synonym(s):
Blossary:
Industry/Domain: Financial services
Category: Commodity exchange
Company:
Product:
Acronym-Abbreviation:

Collect to Blossary

Other Languages:

Related terms

Delta-P

Industrial valves; Control valves

Differential Pressure. The inlet pressure (Pl) minus the outlet pressure (P2). ''Example'' P1 = 100 psig P2 = 25 psig. ___________ Delta-P = 75

delta

Astronomy; General astronomy

The upper-case Greek letter used to denote an object's geocentric distance in ephemeris tables; see "ephemeris". (Note that lower-case delta is used to denote declination.)

delta

Natural environment; Coral reefs

The fan-shaped area at the mouth or lower end of a river formed by eroded material that has been carried downstream and dropped in quantities larger than can be carried off by ...

delta

Banking; Investment banking

Statistical measure of the change in the price of an option when the underlying moves one unit in price.

delta

Financial services; Commodity exchange

A measure of how much an option premium changes, given a unit change in the underlying futures price. Delta often is interpreted as the probability that the option will be ...

margin

Financial services; Commodity exchange

Financial safeguards to ensure that clearing members (usually companies or corporations) perform on their customers' open futures and options contracts. Clearing margins are ...

back pricing

Financial services; Commodity exchange

Fixing the price of a commodity for which the commitment to purchase has been made in advance. The buyer can fix the price relative to any monthly or periodic delivery using the ...

cost of carry

Financial services; Commodity exchange

For physical commodities such as grains and metals, the cost of storage space, insurance, and finance charges incurred by holding a physical commodity. In interest rate futures ...

carry

Financial services; Commodity exchange

For physical commodities such as grains and metals, the cost of storage space, insurance, and finance charges incurred by holding a physical commodity. In interest rate futures ...

carrying charge

Financial services; Commodity exchange

For physical commodities such as grains and metals, the cost of storage space, insurance, and finance charges incurred by holding a physical commodity. In interest rate futures ...

foreign exchange

Financial services; Commodity exchange

Foreign Currency. On the foreign exchange market, foreign currency is bought and sold for immediate or future delivery.

Terms in the News

Featured Terms

Harry8L

0
Terms
0
Blossaries
1
Followers

Industry/Domain: Geography Category: Cities & towns

Ho Chi Minh City

Ho Chi Minh City (Vietnamese; Thành phố Hồ Chí Minh), formerly named Saigon (Sài Gòn) is the largest city in Vietnam. It was once known as Prey Nokor, ...