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Analysis

Дельта опциона

A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.

Quick answer: A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.

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Quick answer

A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.

Why it matters

Дельта опциона matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is Дельта опциона?

In this glossary, Дельта опциона refers to: A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.

How is Дельта опциона used in finance?

In finance communication, this term appears in contexts such as: "Дельта опциона используется трейдерами для хеджирования портфелей и оценки направленного риска, значения — от -1 до 1."

Why does Дельта опциона matter in finance?

Дельта опциона matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses Дельта опциона?

Дельта опциона is mainly used by Financial Analysts, Bankers, and Traders.

What category does Дельта опциона belong to?

In this glossary, Дельта опциона is grouped under Analysis. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.

Operational example

Option delta is used by traders to hedge portfolios and gauge directional risk, with values ranging from -1 to 1 for standard options.

Localized term

Дельта опциона

Localized example

Дельта опциона используется трейдерами для хеджирования портфелей и оценки направленного риска, значения — от -1 до 1.

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Analysis

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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