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Delta neutral |
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Delta neutralDescribes value of a portfolio not affected by changes in the value of the asset on which the options are written.Delta neutralA position where the sum of the deltas of the component legs adds up to 0.Similar MatchesSolow neutralSolow neutralA particular specification of technological change or technological difference that is capital augmenting. Harrod neutralHarrod neutralA particular specification of technological change or technological difference that is labor augmenting. Hicks-neutralHicks-neutralSaid of a technological change or technological difference if production functions differ by scaling of output only: F2(V)=lF1(V), where F1(·) and F2(·) are the production functions being compared, V is a vector of factor inputs, and l>0 is a constant. NeutralNeutralDescribing an opinion that is neither bearish not bullish. Neutral option strategies are generally designed to perform best if there is little or no net change in the price of the underlying stock or index. See also Bearish and Bullish. Neutral stockNeutral stockA stock with a beta of 1.0. Further SuggestionsMarket NeutralNeutral Neutral period Risk neutral Tax neutrality Neutral hedge |
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