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A risk metric that calculates the price change of a derivative, like an options contract, given a $1 change in the underlying securities. Additionally, the delta informs options traders of the hedging ratio needed to achieve delta neutrality. The likelihood that an option will expire in the money is a third way to understand an option's delta. For instance, if a call option has a delta value of +0.45, it means that, all other things being equal, if the price of the underlying stock rises by $1 per share, the option on it will rise by $0.45 per share. Depending on the type of choice, delta values might be either positive or negative.

real time unusual options activity, options order flow, darkoption flow

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