An option trading strategy (specifically a calendar spread) which is constructed by buying a far-expiration-month strangle and simultaneously selling a...
A bearish option strategy that involves selling (shorting) a share of stock and at the same time selling (or shorting)...
The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Greexotics (or exotic greeks) measure the sensitivity of...
The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Exotic greeks measure the sensitivity of exotic derivatives...
A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
With respect to option contracts and other types of derivatives, it is the period of time during which the holder...
A lookback option which gives the holder the right to retroactively cash in the contract at the highest value it...
A call or put option whereby the holder has the retroactive right to purchase (if a call) or sell (if a put) the underlying...
In general, it is the span of time during which a derivative (e.g., an option) can be exercised. For example,...
A period of time over the lifespan of a derivative contract that is part of several periods over which the...