Delta Margining
This Issue in United States
Concept of Delta Margining or Delta-Based Margining in Futures Trading
In this context of financial law, the following is a definition of Delta Margining or Delta-Based Margining: An option margining system used by some exchanges that equates the changes in option premiums with the changes in the price of the underlying futures contract to determine risk factors upon which to base the margin requirements.
Leave a Reply