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
See All Related Terms »
capacity usage variance
American Psychological Association (APA):
Chicago Manual of Style (CMS):
Modern Language Association (MLA):