| Delta Neutral | |
 A portfolio consisting of positions with offsetting positive and negative deltas. The deltas balance out to bring the net change of the position to zero. |
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 As a result, you neutralize the response to market movements for a certain range. |
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 Capturing Profits with Position-Delta Neutral Trading - Learn how to gain from a decline in implied volatility with any movement of the underlying. Going Beyond Simple Delta: Understanding Position Delta - Learn about this hedge ratio, which tells us how many contracts are needed to hedge a position in the underlying. Getting to know the "Greeks" - Understanding price influences on options positions requires learning delta, theta, vega and gamma. |
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