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

Gross spread

Gross spread

The fraction of the gross proceeds of an underwritten securities offering that is paid as compensation to the underwriters of the offering.


Bid asked spread

Bid asked spread

The difference between the bid and the asked prices.


Perpendicular spread

Perpendicular spread

Option strategy involving the purchase of options with similar expiration dates and different exercise prices.


Put spread

Put spread

The simultaneous purchase (sale) of a put at one exercise price and the sale (purchase) of a put at a lower exercise price.


Debit spread

Debit spread

Applies to derivative products. Difference in the value of two options, when the value of the option bought exceeds the value of the one sold. One buys a "debit spread." Antithesis of a credit spread.


Further Suggestions

ratio spread
Relative yield spread
bid offer spread
Diagonal spread
Put ratio backspread
box spread
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Horizontal spread
Spread
Intracommodity spread
Intercommodity spread
Intramarket sector spread
Time spread strategy
call spread
Underwriting spread
Option spread
TED spread
Calendar spread
Credit spread
bull spread
bear put spread
Ratio Calendar Spread
backspread
Spread income
bear call spread


 
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