delta neutral spread Hear it!

delta neutral spread Finance Definition
A spread where the total delta position on the long side and on the short side add up to approximately zero, thereby making the commodity risk neutral. Sometimes, a rise or fall in prices is attributed to traders attempting to get a delta neutral spread.

Browse dictionary entries near delta neutral spread

  1. ‹ delta modulation
  2. ‹ delta
  3. ‹ Delsarte system
  4. ‹ Delphinus
  5. ‹ delphinium
  6. ‹ delphinine
  7. ‹ Delphic
  8. ‹ Delphi
  9. ‹ delouse
  10. ‹ Delos
  1. delta ray ›
  2. delta wave ›
  3. delta wing ›
  4. deltiology ›
  5. deltoid ›
  6. delude ›
  7. deluded ›
  8. deluge ›
  9. delusion ›
  10. delusive ›