Delta Spread

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Definition: Delta Spread

Delta Spread
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Full Definition of 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.

Cite Term

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https://payrollheaven.com/define/delta-spread/
Modern Language Association (MLA):
Delta Spread. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
April 23, 2024 https://payrollheaven.com/define/delta-spread/.
Chicago Manual of Style (CMS):
Delta Spread. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/delta-spread/ (accessed: April 23, 2024).
American Psychological Association (APA):
Delta Spread. PayrollHeaven.com. Retrieved April 23, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/delta-spread/

Definition Sources

Definitions for Delta Spread are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 20th November, 2021 | 0 Views.