Delta

warning: call_user_func_array() expects parameter 1 to be a valid callback, function '_book_outline_access' not found or invalid function name in /export/home/users/ibkb/drupal/drupal-6.16/includes/menu.inc on line 452.

A measure of sensitivity which is derived from an option pricing model.  It measures how much an option's price will change for one unit of change in the underlying stock price.