A delta of an option is a measure reflects the change in its value in response to a unit change...

A rule that assumes that the implied volatility for an option with a given strike price and maturity will not...

The sensitivity of an option’s premium (price) to changes in the forward market on the same underlying asset over the...

A hedging technique that is usually deployed in case two mismatches occur: one between the maturities (maturity mismatch) and another...

The sum of all positive and negative deltas within a hedge trade position. It captures the delta of a complex...

It has different implications in different contexts. In general, delta defines the number of units of an asset that should...

The sensitivity of an option price to the change in its underlying asset price. Differently stated, it is the change...

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...