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Delta

options
Definition
The rate of change of an option's price relative to a $1 change in the underlying asset's price.

Explanation

Delta ranges from 0 to 1 for calls and -1 to 0 for puts. A call with delta 0.60 gains $0.60 when the stock rises $1. Delta also approximates the probability of expiring in-the-money — a delta-0.60 call has roughly a 60% chance of finishing in-the-money. Delta changes as the stock price moves (this rate of change is gamma). Portfolio delta measures overall directional exposure: a delta-neutral portfolio theoretically has no directional stock market risk.

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