What are Delta-neutral options?


What are Delta-neutral options?

In: 0

Delta can mean many different things depending on the field you’re talking about.

In it’s broadest sense, delta (a Greek letter that’s a little triangle) means the change in something. So Delta-neutral would probably mean change neutral.

In business, this might mean no change in revenue or person-hours. Can you give a little more detail what this is about?