Deltaδ

德尔塔

Sentiment & DerivativesP2OptionsApplies to: US stocks

Definition

Option price sensitivity to the underlying price (1st order).

Formula

∂option price/∂underlying price (Call 0→1, Put −1→0)

How to read it

Approximates the equivalent underlying share count; |Delta| ≈ probability of finishing in-the-money.

Outputvalue/series
Data source: Broker risk systems. Public knowledge, not investment advice.

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Related indicators

Reference metadata — public, well-known indicator definitions. Not investment advice.