A method which is typically used to calculate the implied parameters of a model from the market prices of actively…
A type of option in which the payoff is determined in one of two distinct values: a specified fixed price…
An option trading strategy which involves selling a number of in-the-money calls at a set strike and simultaneously buying a…
An acronym for contract for difference; a contract such as a forward, a futures, or an option whose payoff is...
A contract such as a forward, a futures, or an option whose payoff is based on the difference between two...
A combination of a short call and a long put in addition to a money market position (borrowing or lending…
A processing plant or warehouse that is approved by an exchange as acceptable for the delivery of commodities underlying futures…
An exchange-traded (though customizable) option that allows the parties to specify the strike price and expiration date according to their…
The action which is taken by a brokerage firm whereby open positions are offset to liquidate a customer’s account after…
A call diagonal calendar spread that is designed to profit when the underlying breaks out in either direction. The profit…