What is Delta Neutral Price? Delta Neutral Price is the price at which options market makers options position would have zero delta exposure. Why does Delta Neutral Price matter? When market makers have no options position to hedge it may signal their influence in markets has exhausted. How to use Delta Neutral Price If the market touches this level it is often considered a support or resistance level. Related articles What is Net Delta? What is Key Gamma Strike? What is 25D Risk Reversal? What is Key Delta Strike? What is a Put Wall?