Delta is the change in an option’s price divided by the change in the price of the underlying instrument. Hedging strategies are based on delta ratios.

Webster Dictionary Meaning

1. Delta
- A tract of land shaped like the letter delta (/), especially when the land is alluvial and inclosed between two or more mouths of a river; as, the delta of the Ganges, of the Nile, or of the Mississippi.
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