Delta Spread

 

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Delta Spread

A ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also Ratio Spread and Delta.



Delta Spread

Similar Matches

Narrowing the spread

Narrowing the spread

Reducing the difference between the bid and ask prices of a security.


Yield spread strategies

Yield spread strategies

Investments that position a portfolio to capitalize on expected changes in yield spreads between sectors of the bond market.


Relative yield spread

Relative yield spread

The ratio of the yield spread to the yield level. Used for bonds.


Put ratio backspread

Put ratio backspread

A complex options strategy adopted when one believes a stock price will decline but wants to protect against it rising.


Spread income

Spread income

Also called margin income, the difference between income and cost. For a depository institution, the difference between the assets it invests in (loans and securities) and the cost of its funds (deposits and other sources).


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