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BREAKING DOWN 'Delta Hedging' Delta hedging is an options strategy that aims to reduce, or hedge, the risk associated with price movements in the underlying assetby offsetting long and short positions.

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Delta Hedging: A single option or a portfolio of options can be hedged by taking positions on the spot market of the underlying asset. The delta of the option portfolio is the amount of the spot position that the portfolio generates. For example if there is a portfolio of currency options on EUR/USD and delta of the portfolio is EUR 500,00.

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A binary option is a financial product where the buyer receives a payout or losses their investment, based on if the option expires in the money.

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A simple but effective binary options hedging strategy that will help you limit your downside when you will encounter loses as any trader do at some point

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If the value of delta for an option is known, one can calculate the value of the delta of the option of the same strike price, underlying and maturity but opposite right by subtracting 1 from a known call delta or adding 1 to a known put delta.

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Now with respect to delta hedging exotic options, quoting from Lorenzo Bergomi's "chapter's digest" and adding some of my own remarks: Delta hedging removes the order-one contribution of $\delta S$ to the P&L of an option position.

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Delta neutral hedging is a very popular method for traders that hold a long stock position that they want to keep open in the long term, but that they are concerned about a short term drop in the price.

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