Delta hedging: Difference between revisions
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imported>Doug Williamson m (Spacing) |
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A delta hedge is established by buying or selling an amount of the underlying asset calculated by multiplying the number of related options by the delta of the options. | A delta hedge is established by buying or selling an amount of the underlying asset calculated by multiplying the number of related options by the delta of the options. | ||
== See also == | == See also == | ||
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* [[Underlying asset]] | * [[Underlying asset]] | ||
* [[Vega hedging]] | * [[Vega hedging]] | ||
[[Category:Manage_risks]] | |||
Latest revision as of 19:57, 29 June 2022
Hedging with options.
The hedging of an option position against changes in the market price of the underlying asset.
A delta hedge is established by buying or selling an amount of the underlying asset calculated by multiplying the number of related options by the delta of the options.
