A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given moneyness. In other words,...
An at-the-money option (call option) in which the strike price is equivalent or approximately equal to the underlying asset's price....
An at-the-money option (call option) in which the strike price is equivalent or approximately equal to the underlying asset's price....
An at-the-money option, that is, an option which has a strike price equivalent or approximately equal to the underlying asset's...
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...
A straddle whose strike is equal to (or closest to) the price of its underlying asset. It is a combination of a call option and a option...
The situation in which the strike of an option is set equal to the spot rate (e.g., FX rate) at which the option delta is hedged....
A plain vanilla option in which the strike is determined as a percentage of the future/forward price. For instance, a 110% moneyness...
An abbreviation for at-the-money forward; the situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration...
The situation in which the strike of an option is set equal to the forward price (e.g., FX rate) for the same expiration date of the...