SPX delta measures an option's sensitivity to SP indexchange

来源: 2026-03-18 09:38:48 [旧帖] [给我悄悄话] 本文已被阅读:
SPX delta measures an option's sensitivity to S&P 500 index price changes

. It acts as a directional hedge, where a portfolio's total SPX delta indicates how many shares of SPY ETF it acts like, helping traders gauge risk. It is crucial for market makers managing, with high, net-short delta exposure potentially signaling downward market pressure, notes OptionCharts.io