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Delta
The Effect of Maturity on Put Deltas (1) The change in option price for a given change in the underlying price or rate. The neutral hedge ratio. See Black-Scholes Equation, Delta Hedge, Neutral Hedge Ratio, Delta/Gamma Hedge, Delta-Gamma-Kappa-Rho Hedge, Hedge Ratio. (2) The smallest capitalization issues on the London Stock Exchange. Delta stock quotes are not continually displayed on dealing screens. The other size classifications are alpha (a), beta (b) and gamma (g). See also alpha (a), beta (b), gamma (g).
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