In Options Trading, What Is the Equivalent of a ‘Difficulty Adjustment’ for Risk Management?

The closest equivalent is the dynamic adjustment of option Greeks, particularly Delta and Vega, as market conditions change. A trader constantly adjusts their position size or hedges to maintain a desired risk profile, much like a network adjusts difficulty to maintain block time.

For example, a delta-neutral trader must continuously rebalance their stock or future position as the underlying price moves to maintain zero delta exposure.