FT MarketWatch

Delta spread

Any Spread designed to create a Delta of zero, meaning that a small price change will have no effect, but a large price change in either direction will be profitable. A Delta spread is most often a Calendar spread. also called Neutral spread.

Related Terms: 11 Call, Calendar spread, Delta, Delta spread, EU, Lend, Mean, Neutral spread, Neutral, Profit, Spread
Other Related Pages: Category: Options Starting With: D
Additional Related Terms: Accrual of discount, Amortization of premium, Asked price, Asking price, At par, All or any part, At best, At call, Adjusted futures price, All-risks coverage