The ratio comparing the change in the price of an asset against the price of a derivative. I.e. when a stock price moves $1 and the derivative moved $0.65, the delta is 0.65
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« Back to Glossary Index
The ratio comparing the change in the price of an asset against the price of a derivative. I.e. when a stock price moves $1 and the derivative moved $0.65, the delta is 0.65
« Back to Glossary Index
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