HomeDefinitionsCompareDebt Delta cross hedgeThe financial definition for Delta cross hedge:A futures hedge that has both maturity and currency mismatches with an underlying exposure. Similar MatchesDelta hedgeDelta hedgeA dynamic hedging strategy using options that calls for constant adjustment of the number of options used, as a function of the delta of the option. Delta neutralDelta neutralDescribes value of a portfolio not affected by changes in the value of the asset on which the options are written. Delta SpreadDelta SpreadA ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also Ratio Spread and Delta. Click to compare definitions of Delta cross hedge Click to view definitions beginning de |