Delta is used as a DYNAMIC hedge ratio for options traders. It...

  1. GypsyKing
    328 Posts.
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    31/08/02
    11:33
    Post #: 54315
    Delta is used as a DYNAMIC hedge ratio for options traders. It uses relative quantities rather than price.

    Quantity of Underlying in Hedge equals Delta of Position times Quantity of Options in Position.

    GK
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    lightbulb Created with Sketch.  Great analysis
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