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What is Dual Delta?
Dual Delta The rate of change of option price with respect to changes in the strike price. While standard delta measures sensitivity to the underlying price, dual delta measures how the option price changes when the strike price shifts. Primarily used in exotic options analysis and academic research.
Complete definition
The rate of change of option price with respect to changes in the strike price. While standard delta measures sensitivity to the underlying price, dual delta measures how the option price changes when the strike price shifts. Primarily used in exotic options analysis and academic research.
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