An option strategy whereby a number of call options are bought at a certain exercise price and an equal number...
A type of barrier options which is associated with a strike price and a cap barrier above the strike price.…
A financial derivative whose payoff depends on the spread between two swap rates of different maturities (e.g., the 10-year swap…
An abbreviation for close-to-the-money option; an option contract in which the underlying’s market price is very near to the strike…
The time on an option‘s expiration date after which the option no longer exists. It is at this time that…
A technique which is used to price options by graphically illustrating possible intrinsic values that an underlying asset (stock) may...
An alternative term for a bear call spread, which is an option strategy whereby a number of call options are...
A variant on call ratio backspread which involves selling a number of lower strike call options and buying a larger...
A technique that is used to derive the zero-coupon yield curve from available market rates (spot curve figures) using interpolation....
It stands for collateralized put-write; an options trading strategy that involves short positions in put options and the use of…