Replies to post #59658 on Zeev's Turnips Patch-No Politics (ZEEV)

[dave_s]

Here are links to defintions if it helps:

http://www.anz.com/edna/dictionary.asp?action=content&content=delta-neutral

http://www.anz.com/edna/dictionary.asp?action=content&content=delta_hedging

Basically, trying to match first derivative with respect to price change over some price interval.