Educational content, not investment advice. Crypto-asset values fluctuate.

Modulis 6 · Strategies
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Portfolio delta — one number that says it all

After this module

You'll be able to use a single number to determine your portfolio's true directional exposure, and consciously choose how much you want to depend on price. You'll combine the separate parts — collateral, LP, options — into one manageable system and understand why it works.

What is portfolio delta?

Portfolio delta (portfolio sensitivity to price) is a single number that shows how much your portfolio gains or loses when the price changes by $1.

If your net delta is +56.5 SOL, that means: when SOL rises $1, your portfolio gains ~$56.5 in value.

In this module we bring together everything we learned in Modules 3-5: SOL collateral (Kamino/Aave), a USDC liquidity position (Orca/Uniswap), and Put/Call options (Deribit). Delta is the one number that shows how everything together reacts to price changes.

Collateral (Kamino)SOL collateral → interest + delta1LP (Orca)Single-sided USDC position → fees2Options (Deribit)Put protection + Covered Call3

Delta = a compass

Delta is like a compass at sea. It shows which direction and how strongly your portfolio "sails" together with the price. High delta = you depend heavily on price. Low delta = you depend little. Zero delta = you don't depend on it at all.

Why isn't delta simply the SOL amount?

Because a DeFi portfolio has many parts. Each reacts to price differently:

How we calculate it

  1. Collateral delta: 126 SOL. Every SOL has a delta of +1.00 — it's a direct asset. Total: +126 SOL
  2. Debt delta: USDC is a stablecoin. Its delta = 0. Debt doesn't react to SOL's price
  3. LP delta: the Orca position ($64-$88) has a small delta near $88. About +11.5 SOL
  4. Options delta: each option's delta is multiplied by its quantity. Total for options: about -58 SOL (with adjustments: ~-81 SOL)
  5. Sum: +126 + 0 + 11.5 + (-81) = about +56.5 SOL

What does -81 SOL from options mean?

Let's look at just the options:

Long Put $90:   200 x (-0.42) = -84.0
Short Put $65:  100 x (+0.18) = +18.0
Short Put $60:  100 x (+0.12) = +12.0
Short Call $160:  50 x (-0.08) =  -4.0
                                -------
Options delta:                  -58.0 SOL

With additional adjustments, the effective delta gets close to -81 SOL. This means the options act as a hedge — "protecting" about 64% of your SOL exposure.

What does +56.5 SOL mean?

Portfelio delta sudėtis
Collateral (Kamino)
+126
SOL
LP position (Orca)
+11.5
SOL
Options (hedge)
-81
SOL
Neto delta
+56.5
SOL
Directional exposure: 45%📈 Bull kryptis
Net delta:        ~+56.5 SOL
Total exposure:   126 SOL
Directional %:    56.5 / 126 = ~45%

In plain terms:

Which delta level is best?

Delta = 0 (neutral): the portfolio doesn't react to price. You only earn from fees and premiums. Suits those who want no directional risk at all.

Delta > 0 (our case: +56.5): the portfolio still rises with the price, just more slowly. We believe SOL will rise over the long run, but we want protection from large drops. 45% is a compromise between growth and protection.

Delta changes with price

Important: delta is not constant. It changes depending on the price:

SOL priceOptions deltaLP deltaNet deltaDirectional %
$60-45 SOL+35 SOL+116 SOL92%
$70-62 SOL+25 SOL+89 SOL71%
$80-75 SOL+18 SOL+69 SOL55%
$88-81 SOL+11.5 SOL+56.5 SOL45%
$100-70 SOL+5 SOL+61 SOL48%
$120-50 SOL0 SOL+76 SOL60%
$160-25 SOL0 SOL+101 SOL80%

What's happening here:

A quick P&L estimate

Portfolio profit = Net Delta x Price change

Example:

⚠️
Delta is only a first approximation. For large price moves (>10%) you need a full analysis, because the gamma effect changes delta.

What the platform shows

DeFi Risk OS shows net delta in real time:

At a glance you can see: is my portfolio too exposed to risk, or too closed off? Once you understand delta, this kind of control becomes possible — you decide for yourself how much price movement you want to feel, and see it in real time.

Summary

Next step: Now let's move to the first full strategy — the Operations Playbook.

Quick check
What is our sample portfolio's net delta figure?
Practice task
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Calculate portfolio delta by hand

You only really understand delta once you've calculated it yourself. This is a paper task — no trades, just paper or a spreadsheet (~15 min). Use the lesson's example or your own numbers.

This is learning, not investing — use only small amounts you treat as tuition.

You just summed the delta of every position into one number — most DeFi users never do this and never know how their portfolio will actually react.