Delta partial value.

Namespace: RightEdge.Common
Assembly: Common (in Common.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public double Delta
Visual Basic
Public Delta As Double
Visual C++
public:
double Delta
F#
val mutable Delta: float

Field Value

Type: Double

Remarks

The change in the price of an option per one point move in the underlying asset. Call options have a positive delta and put options have a negative delta.

See Also