An option-related strategy that is based on the replacement of a position by closing out one option at a given…
A European futures option that grants the holder the right, without the obligation, to buy the underlying futures contract. The…
An option that allows the holder to take either a long and or short credit position so as to hedge…
An option to sell or buy an ETF before a certain date at a set price. Unlike other types of…
A financial instrument that entails certain rights or obligations to its parties, and whose value is derived from an underlying...
A volatility swap with a corridor on its underlying asset/ price/ rate, etc. Corridor volatility swaps accumulate the volatility arising...
The fair value (FV) of a derivative depends on the value (fair value) of its underlying asset/ performance/ variable, etc....
An option combination, similar to a straddle, in which both the put and call legs have the same expiration date…
A position which is centered on a specific delivery or expiration date. For example, a futures position which consists of…
An interest rate swap in which the notional principal increases over time according to a preset schedule. It is the…