| 释义 |
Delta Hedging Delta HedgingAn options strategy that involves offsetting a long position on an option contract with a short position on the underlying asset, or vice versa. An investor uses a delta hedging strategy when a change in the price of the underlying asset results in a change to the premium of the option. The relationship between the change in premium and the change in the price of the underlying is known at the hedge ratio; delta hedging profits from changes in the hedge ratio. |