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What is Delta (Δ)?
How much an option's price changes when the price of the underlying asset changes by one unit.
ExampleA call option with a delta of 0.6 gained $0.60 when the stock rose $1.The figures in the example illustrate the concept; they are not current market data.
Related terms
Gamma (Γ)A second-order derivative metric that shows how much delta changes with the price of the underlying asset.Theta (Θ)A time decay metric that shows how much an option's premium erodes with each passing day.Call OptionA derivative that gives the right to buy an asset at a predetermined price.OptionA derivative that gives the right, not the obligation, to buy or sell an asset at a set price and date.Put OptionA derivative that gives the right to sell an asset at a predetermined price.Vega (ν)Shows how much an option's premium changes when the volatility of the underlying asset changes by 1%.
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Frequently asked questions
What is Delta (Δ)?
How much an option's price changes when the price of the underlying asset changes by one unit.
What is Delta (Δ) called in Turkish?
In Turkish financial reporting and news, Delta (Δ) is called Delta.
Which concepts are related to Delta (Δ)?
The concepts most often mentioned together with Delta (Δ) are Gamma (Γ), Theta (Θ) and Call Option.