Delta hedging

Japanese

デルタ・ヘッジ

Last reviewed

September 26, 2026

This is a draft, shown for review before publication.

Delta hedging is a method of buying or selling the underlying asset in an amount that offsets the delta of an option position, so that the option's profit or loss from small moves in the underlying price is offset. Because the delta changes, the amount of the underlying is adjusted, for example at set times (rehedging).