Language

Multilingual content from IBKR

Close Navigation
Learn more about IBKR accounts

Delta Neutral

Trading Term

An option strategy that involves simultaneously buying (or selling) options contracts and selling (or buying ) a delta amount of the underlying. The quoted price is calculated as follows: effectiveOptionPrice = optionPrice + delta x (inputStockPrice – stockPrice).

IBKR Campus Newsletters

This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.