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Futures & options
Also called: Option delta
Delta is how much an option's price changes for a one-point (or one-rupee) move in the underlying. Calls have delta between 0 and 1, puts between −1 and 0, and at-the-money options sit near ±0.5.
A call with a delta of 0.5 gains about ₹5 if the underlying rises ₹10, all else equal.
Delta is how much an option's price changes for a one-point (or one-rupee) move in the underlying. Calls have delta between 0 and 1, puts between −1 and 0, and at-the-money options sit near ±0.5.
A call with a delta of 0.5 gains about ₹5 if the underlying rises ₹10, all else equal.
No. Delta describes one aspect of a company, a price or a contract, and it is best read alongside other numbers and the business itself. Jivani Markets is a research and education platform; it does not give buy, sell or hold recommendations.