Home | Previous | Next | Huddart Site Map

Delta

The rate of option price change relative to one unit change of the price of underlying security.

---

Steven Huddart
Smeal College of Business, Penn State University, University Park, PA 16802-3603 USA
(814) 865-3271
(814) 863-8393 fax
huddart@psu.edu
vCard Home | Previous | Next | Huddart Site Map

http://www.personal.psu.edu/sjh11/OptionGlossary/Delta.shtml
was last updated on Wed, Oct 7, 2009.
Today is Thu, Nov 26, 2009.

Unless otherwise noted, all material is:
Copyright ©1995-2009 Steven Huddart. All rights reserved.