A call option on a call option. It gives the holder the right, without the obligation, to purchase a call...
The basis can develop a narrowing trend when the futures price of an asset/ commodity increases faster than the sport...
The basis can develop a widening trend when the spot price of an asset/ commodity increases faster than the futures...
A put option which confers on the holder the right to buy the underlying stock at a price below the...
An option whose buyer or seller has no position in the underlying security. It is a short call or short...
A metric that captures the dollar change in the value of a credit default swap (CDS), or a CDS position,...
An average rate option in which the weighting of a given periodical price or rate (daily, weekly, monthly, ..) is...
An equity risk reversal in which the amounts covered by the cap leg and the floor leg are not equal....
An illegal transaction which involves the sale of a security such as stock, bonds, or options, at a loss and...
A revised version of the put/call ratio that uses the dollar value of traded options instead of the volume statistics....