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At-The-Money Elasticity

The elasticity of an option where its value increases (for a call) or decreases (for a put) almost one-for-two with...

    At-The-Money Volatility

    A tool that measures the calculated or implied mid-rate volatility for an ATM option for a specific expiration date. In...

      ATMS

      An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...

        ATMF Straddle

        A volatility trading strategy that combines an at-the-money forward call (ATMF call) with an ATMF put with opposite deltas, in...

          ATM Elasticity

          An abbreviation for at-the-money elasticity; the elasticity of an option where its value increases (for a call) or decreases (for...

            ATM Strike

            Also at-the-money strike; the strike price of an option which is equal to the spot price of its underlying. The...

              Sticky Strike

              With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

                Sticky Smile

                With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

                  Sticky Delta

                  A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

                    Volatility By Delta

                    A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...