{"id":165518,"date":"2022-05-06T15:45:22","date_gmt":"2022-05-06T15:45:22","guid":{"rendered":"https:\/\/theotcspace.com\/knowledge_item\/delta-of-correlation\/"},"modified":"2022-05-06T15:45:25","modified_gmt":"2022-05-06T15:45:25","slug":"delta-of-correlation","status":"publish","type":"knowledge_item","link":"https:\/\/theotcspace.com\/knowledge_item\/delta-of-correlation\/","title":{"rendered":"Delta of Correlation"},"content":{"rendered":"","protected":false},"excerpt":{"rendered":"<p>The rate of change in the fair value of the option per 1% change in the instant correlation between two assets. This is the derivative of the option price with respect to the correlation value, divided by 100<\/p>\n","protected":false},"template":"","meta":{"_acf_changed":false},"knowledge_category":[4249],"acf":[],"_links":{"self":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item\/165518"}],"collection":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item"}],"about":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/types\/knowledge_item"}],"wp:attachment":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/media?parent=165518"}],"wp:term":[{"taxonomy":"knowledge_category","embeddable":true,"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_category?post=165518"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}