Last Updated
：2025/12/04
delta decay
Noun
uncountable
Japanese Meaning
（金融）デリバティブ価格感応度の二次的測定値で、デルタが時間経過とともに瞬時にどのように変化するかを示す指標。
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(finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
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delta decay
Traders monitor delta decay closely to adjust hedges as option sensitivities change over time.
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Traders monitor delta decay closely to adjust hedges as option sensitivities change over time.
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