For example, a call option with a delta of 0.25 and worth $1.40 would be expected to have a value of $1.65 if the underlying asset moved $1.00 higher. A portfolio's delta can be positive ...

† School for Radiological and Interdisciplinary Sciences and ‡ Collaborative Innovation Center of Radiation Medicine of Jiangsu Higher Education Institutions, Soochow University, 199 Ren’ai Road, ...

† ‡ † School of Life Sciences and ‡ Hefei National Laboratory for Physical Sciences at Microscale, University of Science and Technology of China, Hefei, Anhui 230027, P. R. China § High Magnetic Field ...