An arithmetic Asian option in which the payoff is determined with respect to the arithmetic average price of the underlying...
An option that can only be exercised on expiration date. An American-style option, in contrast, may be exercised at any...
A currency option which is combined with a trigger price feature whereby it is converted into a forward forex contract…
A neutral strategy (originally a long straddle) that is based on two legs involving two at-the-money calls or close to…
It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…
A crossing network (CN) that receives and directs confidential bids and offers into the pool where all are held until…
An options strategy that involves the replacement of a position by closing out one option contract with another that has…
An option trading strategy in which a near-month straddle is sold, and a far-month straddle is bought at the same…
A guts spread that is established by combining short in-the-money calls and short in-the-money puts, with all options having the…
A synthetic futures which consists of a short call and a long put: Short synthetic futures position = short call…