delta

The delta attribute measures the first-order sensitivity of a derivative’s value to a change in the value of its underlying and is a numeric field.

For options, the Options Industry Council explanation of delta, opening paragraph describes the expected premium change for a unit move in the underlying. For regulatory reporting, ESMA Guidelines for reporting under EMIR, Section 4.18, paragraph 284, page 167 describes the delta ratio reported in field 2.25.