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A measure of an option’s price change in relation to a price change in the underlying security.
An option’s delta measures an option’s price sensitivity to or participation in the price movement in the underlying security or contract. The further the option is out of the money – the lower the option’s delta. The deeper the option is in the the money – the higher the option’s delta. Options that are near the money or at the money tend to have deltas of approximately 50. An option with a delta of 50 will participate in 50 % of the price change of the underlying security.