"Delta" is the most commonly quoted Greek word that determines the change in option pricing in correspondence to the change in the underlyingsecurity's price. Delta is often used as a rule-of-thumb; indicating the probability that the option will expire 'in-the-money'. Delta values range from positive or negative, depending on whether it's a call option or put option. Also, delta behavior is highly predictable. This predictability is favorable to traders, investors and brokers alike. Delta is derived from the Black-Scholesmodel, but is readily available in the Brutus Options Ranker as well as most other brokerage platforms.