(general/statistics) An increment of a variable.
(finance/foreign exchange) Measure of the relationship between an option price and the underlying futures contract or stock price.
The delta ratio indicates by how many units the premium on an option changes for a one unit change in the value of the underlying instrument. An at-the-money option has a delta of about 0.5. The deeper the option is in-the-money, the closer the delta gets to 1 and the deeper the option is out-of-the-money, the more the delta approaches 0.