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 Definition of Delta - Finance dictionary
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Definitions of terms begining
with the same letter as "Delta"
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Delta (See Chapter 29 of the Vernimmen)
Delta is the ratio between the variation in the option’s value and the variation in the price of the underlying asset. Delta measures how much the option’s value varies in currency units when the price of the underlying asset varies by one currency unit. Delta is used to determine the number of units of the underlying asset to buy (for a call option) or to sell (for a put option) to duplicate the corresponding option payout profile.
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