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Option Greeks

Delta Hedging

Cancelling an option's directional risk by trading the underlying against it.

Definition

Delta hedging is the practice of offsetting an option position's delta by taking an opposite position in the underlying (or futures), so the combined position is insensitive to small price moves. Traders hold the option for its volatility or time exposure while neutralising direction.

Why it matters

Delta is the main risk in an option position. By hedging it away, market-makers and volatility traders can isolate the exposures they actually want — gamma, theta and vega — without betting on direction. Because delta itself shifts as price, time and volatility change (its rate of change is gamma), the hedge must be rebalanced repeatedly, which is why it is called dynamic hedging.

Example

You are long one Nifty call with a delta of 0.50 (lot size 50), giving roughly +25 deltas of long exposure. To hedge, you short the equivalent of 25 Nifty units in futures. If Nifty rallies and the call's delta rises to 0.60, your exposure grows, so you short a little more to stay neutral. Selling high and buying low to rehedge is exactly how a long-gamma position monetises movement.

See it live

Track per-strike delta on TradePulse's live option chain to size and rebalance your hedge.

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