sensitivity
The change in the price of a derivative instrument such as an option or futures that is observed given a specific change in the price of an underlying asset. forex option traders usually maintain a Delta neutral portfolio that exhibits little sensitivity to a one percent change in the exchange rate of the underlying currency pair.
Browse by Subjects
vega
theta
Option elasticity
See All Related Terms »

Santa Claus rally
Futures Industry Association
tight monetary policy
Sallie Mae
earnings before interest, taxes, depreciation and amortization (EBITDA)