Any spread designed to create a delta of zero, meaning that a small price change will have no effect, but a large price change in either direction will be profitable. A delta spread is most often a calendar spread. also called neutral spread.
Related information about delta spread:
- Delta Spread Definition | Investopedia
An options trading strategy where the trader initially establishes a delta neutral position. The trader creates this delta neutral position by simultaneously buying ...
- What is delta spread? definition and meaning
Definition of delta spread: Any spread designed to create a delta of zero, meaning that a small price change will have no effect, but a large price change in either ...
- Delta Spread - Financial Dictionary - The Free Dictionary
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 ...
- How to Repair a Delta Spread Faucet | eHow.com
How to Repair a Delta Spread Faucet. A Delta spread faucet, also known as a wide spread faucet, is one in which the handles are separate from the spout.
- Spreads
A Delta Spread is a ratio spread where the ratio is set to make a neutral position. The delta of the options to be purchased is divided by the delta of the options to ...
- SPAN MARGIN SYSTEM - Interconti, Limited
Delta/Spread Ratios for all Commodities in Allowable Spreads. Short Option Minimum Charge Rates. Initial/Maintenance Margin Ratios for all Commodity ...
- Bull Calendar Spread Similar to Covered Call
The options are structured this way for risk mitigation purposes. If the underlying starts to run rapidly, we want to make sure that our delta spread between the two ...
- CBOE - Dictionary
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 ...