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 Glossary   >   D   >   "Delta neutral" Definition   

        Delta neutral

The value of the portfolio is not affected by changes in the value of the asset on which the options are written.

A position where the sum of the deltas of the component legs adds up to 0.

Delta neutral


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Delta neutral - The value of the portfolio is not affected by changes in the value of the asset on which the options are written.

A position where the sum of the deltas of the component legs adds up to 0.


Delta neutral : the value of the portfolio is not affected by changes in the value of the asset on which the options are written.

a position where the sum of the deltas of the component legs adds up to 0.