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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...

    ATM Spot

    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...

      At-The-Money Spot

      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....