Home > Term: delta spread
delta spread
A ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also Ratio Spread and Delta.
- ส่วนหนึ่งของคำพูด: noun
- อุตสาหกรรม/ขอบเขต: Financial services
- Category: General Finance
- Company: Bloomberg
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