A volatility strategy (volatility trade) which combines futures and options and is constructed by buying a put option (long put)...
A put option on a swap in which the buyer has the right, but is not obliged, to enter into...
A measure of fluctuation in the price movement of an asset (usually, a tradable asset such as a stock) over...
A topography report that shows the stability of a position with the passage of time, in an environment characterized by...
A topography report that shows the stability of a position with the passage of time, in an environment characterized by...
A call (i.e., request) which is issued by a broker demanding a customer (whether a short seller or a party...
A risk measure for options which is computed by relating an option's modified theta to its gamma: Modified alpha =...
The amount of cash or marginable securities (e.g., treasuries, blue chip stocks) that a holder of a futures or options...
An option pricing model that is designed to measure the change in the price of an option as a result...
A type of gamma that measures the rate of change of sensitivity to price with respect to the change in...