Delta hedge of an option

• A hedge of an option with a position in the underlying asset where the hedge ratio is based on the option's delta.


Follow this link for all the terms related to option.

 Embedded terms in definition
Underlying asset
 Related Terms
Abandonment option
Additional hedge
American option
American style option
Annuity form or option
Arbitrage free option pricing models
Asian option
Bargain purchase price option
Binary option
Binomial option pricing model
Black option model
Black scholes option model
Black scholes option pricing model
Bond arbitrage hedge funds
Butterfly option spread
Call an option
Call option
Composite delta
Compound option
Convertible securities hedge funds
Covered or hedge option strategies
Cross hedge
Currencies and major foreign market hedge funds
Currency option
Delta equivalency
Delta hedge
Delta neutral
Delta of an option
Doubling option
Down and in option
Down and out option
Elasticity of an option
Embedded option
Emerging markets hedge funds
Equity hedge funds
European option
European style option
Exercise or option price
Exercising the option
Explicit option
Foreign currency option
Futures option
Gamma of an option
Garmen kohlhagen option pricing model
Greenshoe option
Hedge fund
Hedge fund types
Hedge properties
Hedge ratio delta
Ho lee option model
Implicit option
In the money option
Index and option market
Index option
Intrinsic value of an option
Irrational call option
Liquid yield option note
Long hedge
Lookback option
Macro hedge
Macro hedge funds
Micro hedge
Money market hedge
Mortgage backed securities hedge funds
Multi option financing facility
Naked option
Naked option position
Naked option strategies
Natural hedge
Option adjusted duration
Option adjusted spread
Option adjusted spread model
Option elasticity
Option models
Option not to deliver
Option premium
Option price
Option seller
Option trading strategies
Option type
Option writer
Out of the money option
Partial hedge
Path dependent option
Perfect hedge
Postponement option
Prepayment option
Put an option
Put option
Quality option
Rho of an option
Sell hedge
Seller's option
Short hedge
Short option minimum charge
Split fee option
Stock index option
Stock option
Stocks and bonds hedge funds
Swap option
Tax deferral option
Tax timing option
Time value of an option
Timing option
Two state option pricing model
Virtual currency option
Wild card option
Yield curve option pricing models
Yield to call, option or event date

<< Delta hedge Delta neutral >>

Practical Advice for Everyone on How to Save and Manage Money: No matter how old or young you are, there are some basic things you can do to better manage and protect your money. Here are recommendations from FDIC Consumer News. More...

To get rich, never risk your health. For it is the truth that health is the wealth of wealth. - Richard Baker


Copyright 2009-2019 GVC. All rights reserved.