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Delta: Difference between revisions
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Amwelladmin (talk | contribs) (Created page with "The option delta of a derivative is the ratio between a change in the price of that derivative and the change in prince of the underlying asset it is a derivative ''...") |
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Technically, the value of the option’s delta is the first derivative of the value of option with respect to the underlying security’s price. | Technically, the value of the option’s delta is the first derivative of the value of option with respect to the underlying security’s price. | ||
{{greeks}} | {{greeks}} | ||