Delta

Type: Concept

As of November 2026, Delta has been mentioned in one podcast episode on The Proven Podcast (Sep 2025).

In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of a derivative instrument, such as an option or future, to changes in one or more underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of these sensitivities are denoted by Greek letters. Collectively these have also been called the risk sensitivities, risk measures or hedge parameters.