In modern financial markets, effective risk management is pa ramount for maintaining the stability and performance of investment portfolios Deng et al. [2016]Hull [2012]. V ol atility risk, primarily quantified by implied volatility, plays an important role in the pricing and performance of fina ncial instruments, especially options contracts Liu et al. [2019]Cao et al. [2023]. These contracts provide mechanism s for traders to buy or sell an asset at a predetermined price within a specified timeframe. Due to the dynamic nature of mar kets, the value of options is highly sensitive to changes in volatility, demanding the development of adaptive hedgi ng strategies that can effectively manage risk Park et al. [2022]. As financial models evolve, the incorporation of adv anced neural network architectures and learning systems becomes crucial in designing strategies that not only p redict but also mitigate the adverse effects of volatility fluctuation Andersen et al. [2017]. Traditional delta hedging primarily focuses on adjusting p ositions in the underlying asset to counteract changes in the option's value resulting from movements in the asset's p rice Alexander and Imeraj [2023].