Delta Value
Delta value is the specific numerical output of the delta formula. It represents the theoretical change in an option price per one dollar change in the underlying.
It also serves as a proxy for the probability of an option finishing in the money. Traders use this to gauge their directional bias.
It is a critical metric for both hedging and speculation. It is one of the most used numbers in options.
Glossary
Account Asset Value
Valuation ⎊ The account asset value represents the aggregated market worth of all holdings within a trading account, encompassing cash, cryptocurrencies, and derivative positions.
Collateral Value Shortfall
Collateral ⎊ The core concept underpinning Collateral Value Shortfall revolves around the adequacy of pledged assets securing obligations within cryptocurrency derivatives, options, and broader financial instruments.