Not sure if this is the right place to ask such question.

  1. How close to 1 should the delta be in order for the product to be classified as delta one. 2.What examples of delta one products are there?

1 Answer 1


As indicated by the name, delta one products have a delta of exactly 1 (at least theoretically) with respect to the underlying; moreover, AFAIK the delta has to be constant, i.e. a product with optionality that happens to have $\Delta = 1$ for some period won't be classified as delta one (otherwise it would be a nightmare for traders to manage their books!). Some products that come to mind are forwards, futures, ETFs... You might want to take a look at Wikipedia's page.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.