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Glossary > D > "Delta neutral hedging" Definition

Delta neutral hedging

An option is delta hedged if an offsetting position has been taken in the underlying asset in proportion to the option"s delta, creating, at that moment in time, a position that is immune to small changes in market direction.

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Delta neutral hedging - An option is delta hedged if an offsetting position has been taken in the underlying asset in proportion to the option"s delta, creating, at that moment in time, a position that is immune to small changes in market direction.

Delta neutral hedging : an option is delta hedged if an offsetting position has been taken in the underlying asset in proportion to the option"s delta, creating, at that moment in time, a position that is immune to small changes in market direction.