3 ms·
Delta is the derivative of the price of an option with respect to the price of the underlying. Delta hedging is offsetting your option/derivative delta with som
by qeternity 8y ago
Delta is the derivative of the price of an option with respect to the price of the underlying. Delta hedging is offsetting your option/derivative delta with some other source of delta, typically the underlying.
- JumpCrisscross 8y agoPardon me, I was confused about who was delta hedging what with Abra, given the paucity of non-linear anything around cryptocurrencies.