V.11:12 (512-517): SIDEBAR: THE GREEKS

V.11:12 (512-517): SIDEBAR: THE GREEKS
Item# \V11\C12\SIDEGRE.PDF
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Product Description


Delta: The rate of change of option price with regard to its underlying asset. An option with a delta of 25 will move 25% as much as the underlying asset. The delta of options changes with the distance of the strike price from the underlying. It also measures the equivalent unhedged position in the underlying. Calls have positive delta; puts are negative.

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