得尔塔值的中文解释
期权价格对标的资产价格敏感度的指标,衡量标的资产价格每一单位的变动会导致期权价格多大幅度的变动。标的资产是指期权持有人行使权利可买进或卖出的金融工具或商品。
Delta的英文解释
A
measure of sensitivity derived from an option pricing model. It measures how much an option's price will change for one unit of change in the
underlying price.