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PA Spot Delta

It stands for premium adjusted spot delta; a spot delta (standard sensitivity of a vanilla option with respect to changes...

Premium Adjusted Spot Delta

A spot delta (standard sensitivity of a vanilla option with respect to changes in the spot rate/ price) that accounts...

Spot Delta Premium Adjusted

A spot delta (standard sensitivity of a vanilla option with respect to changes in the spot rate/ price) that accounts...

Points Spot Delta

The ratio of the change in present value of an option with respect to the change in spot, where both...

Spot Delta

The sensitivity of an option's price (premium) to changes in the spot market. The spot delta tells how many units...

Percentage Spot Delta

The ratio of the percentage change in present value of an option with respect to the percentage change in spot,...

Pips Spot Delta

The ratio of the change in present value of an option with respect to the change in spot, where both...