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Operating principle

The OptionWorkshop includes a delta hedging automation module. It allows you to hedge any strategy, regardless of other positions. On one any number of delta hedgers can be launched on the account of one underlying asset.

The principle of operation is as follows: the delta hedger compares the current value of the delta with the value of the specified interval. If the delta value does not fall within the recommended range, the delta hedger makes a trade with the underlying asset in the amount necessary to align the delta.

Hedging parameters

Acceptable range of
delta values
The shift of the bid price
towards the best
Waiting time
for request execution

Hedging modes

Continuous

Hedging is performed as the delta value deviates from the Edge to indicators.

Discrete

Hedging is performed either with a certain period, or when the price of the underlying asset crosses the specified price.