Measures the sensitivity of an option's price to changes in the price of the underlying asset. A delta of 0.5 means a Rs. 1 change in stock price leads to a Rs. 0.50 change in the option's price.
Measures the sensitivity of an option's price to changes in the price of the underlying asset. A delta of 0.5 means a Rs. 1 change in stock price leads to a Rs. 0.50 change in the option's price.