オプション・デルタとは？
オプション・デルタ A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “オプション・デルタ” Used in Practice?
オプション・デルタはポートフォリオヘッジや方向性リスク評価に利用され、標準オプションでは-1～1の範囲を取る。
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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オプション・デルタとは？
A measure of the sensitivity of an option’s price to changes in the price of the underlying asset, representing the expected change in option value for a one-unit change in the underlying.
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