The second guideline is the sticky delta rule, which assumes that the relationship between an option’s price and the ratio of underlying to strike price applies in subsequent periods. The idea here is that the implied volatility reflects the moneyness of the option, so the delta calculation includes an adjustment factor for implied volatility. If the sticky delta rule holds, then the option’s delta will be larger than that given by the Black-Scholes formula.
以上NOTES对这个RULE的说明，不过理解不了这种表达啊，也许是基础知识太弱了吧，请教下。