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  • Tuesday, April 29, 2025
  • The Financial Encyclopedia
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ATM Elasticity

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

    Forward Bleed

    A bleed that measures the effect of time on an option contract (or an options portfolio) as it becomes closer...

      KISS

      An abbreviation for keep it simple, stupid!. The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit,...

        Backward Bleed

        A bleed that measures the effect of time on an option contract (or an options portfolio) as it goes farther...

          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...

                  Cross Greeks

                  A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

                    Diagonal Gamma

                    A type of gamma that measures the rate of change of sensitivity to price with respect to the change in...