Nomenclature
The sensitivity of an option's value to a change in the underlying stock's price.
The initial value of the option.
The current value of the option.
The initial value of the underlying stock.
Read more about this topic: Delta Neutral
Nomenclature
The sensitivity of an option's value to a change in the underlying stock's price.
The initial value of the option.
The current value of the option.
The initial value of the underlying stock.
Read more about this topic: Delta Neutral