delta neutral spread

delta neutral spread
дельта-нейтральный спрэд (спрэд, при котором коэффициент дельта при игре на повышение и при игре на понижение в сумме дает ноль)

Большой англо-русский и русско-английский словарь. 2001.

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  • Delta Spread — An options trading strategy where the trader initially establishes a delta neutral position. The trader creates this delta neutral position by simultaneously buying and selling options in proportion to the neutral ratio. Using a delta spread, a… …   Investment dictionary

  • delta spread — A ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also ratio spread and… …   Financial and business terms

  • Options spread — Spread option redirects here. For the American football offensive scheme, see Spread offense. Options spreads are the basic building blocks of many options trading strategies. A spread position is entered by buying and selling equal number of… …   Wikipedia

  • Box spread — In options trading, a box spread is a combination of positions that has a certain ( i.e. riskless) payoff, considered to be simply delta neutral interest rate position . For example, a bull spread constructed from calls ( e.g. long a 50 call,… …   Wikipedia

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  • Iron Butterfly Spread — Iron butterfly is the name of an advanced, neutral outlook, options trading strategy that involves buying and holding four different options at three different strike prices. It is a limited risk, limited profit trading strategy that is… …   Wikipedia

  • Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value …   Wikipedia

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  • Day trading — This article is about the practice. For the occupation, see Day trader. Day trading refers to the practice of buying and selling financial instruments within the same trading day such that all positions are usually closed before the market close… …   Wikipedia

  • Straddle — In finance, a straddle is an investment strategy involving the purchase or sale of particular option derivatives that allows the holder to profit based on how much the price of the underlying security moves, regardless of the direction of price… …   Wikipedia


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