Option Delta Sensitivity

Option delta sensitivity is the measurement of how much an option price is expected to change for a one-unit change in the price of the underlying asset. Delta ranges from zero to one for calls and zero to negative one for puts.

It also serves as an estimate of the probability that an option will expire in the money. Traders use delta to understand their directional exposure and to construct hedged positions.

High delta options behave similarly to the underlying asset, while low delta options are more sensitive to volatility and time. Managing delta is fundamental to risk control in any options-based strategy.

Sensitivity
At the Money Option Risk
Greeks in Options
Options Gamma Exposure
Delta Decay
Vanna and Volga
Delta Hedging Strategy
At the Money Option