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To: JBird77777 who wrote (97137)	2/11/1999 12:57:00 AM
From: BGR	Read Replies (2) \| Respond to of 176387

JB, I apologize if I overstepped any limits when I commented about how important understanding the greeks are for an options trader. I congratulate you for your past success and wish you the best for the future! Back to the deltas, they are instantaneous values. Which means that as the underlying equity price changes, everything else remaining the same the delta changes as well. Thus, the delta pertains to the shortest movement possible to an equity price, one tick. It is not a long term concept and may not be used accordingly. This is why portfolio insurance using delta hedging requires continuous rebalancing and needs massive computing power. -BGR.