delta margining or delta-based margining

Definition of "delta margining or delta-based margining"
  1. A method used by some exchanges relating the shifts in option premiums to shifts in the price of the matching futures contract for determining risk and setting margin requirements
How to use "delta margining or delta-based margining" in a sentence
  1. In his finance class, he learned about delta margining and its importance in risk determination.
  2. The exchange decided to use delta margining to calculate the margin requirements.
  3. She was discussing the nuances of delta margining in her economics seminar.

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