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How Does Delta Hedging Differ from Static Hedging?

Delta hedging is a dynamic strategy that requires frequent adjustments to the hedge position to maintain a zero-Delta portfolio as the underlying price changes. Static hedging, conversely, involves establishing a fixed hedge position that is not adjusted over time.

Static hedging is simpler but less precise in neutralizing risk.

How Does the Cost of Frequent Re-Hedging Impact Delta Hedging?
How Does the ‘Volatility’ of a Derivative Contrast with the ‘Fixed Output’ of a Hash Function?
Why Is High Gamma Detrimental to a Static Delta Hedge?
Define the Term “Rebalancing” in the Context of Delta Hedging