What is delta option greek?

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The delta (Δ) indicates how sensitive the price of an option is to changes in the value of the underlying security. In other words, by how much does the price of the option rise or fall when the price of the security rises or falls? The delta measures how much the price of the option changes if the price of the security changes by 1 point.

The delta of an option varies during the life of the option depending on the underlying share price and the time remaining until expiration.

Topic: Option Greeks Definitions, Types and Its Impact on Trading Article

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