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Weekly Option on VIX Futures

An exchange-traded option on a futures contract whose underlying is the CBOE volatility index. It has an American-style exercise, i.e.,...

Paper Profit

It refers to unrealized capital profits in an open position in options or futures (or generally in an investment portfolio).…

Index Futures

A futures contract whose underlying is a stock index (such as the S&P 500 in the United States). This contract...

Paper Loss

It refers to unrealized capital losses in an open position in options or futures (or generally in an investment portfolio).…

PCFP

It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…

Managed Futures

A futures fund or portfolio that is managed by professional money managers (known as commodity trading advisors or CTAs for…

STIR Futures

An abbreviation for short-term interest rate futures. It is an interest rate futures contract in which the underlying is typically...

Paper Profit

It refers to unrealized capital profits in an open position in options or futures (or generally in an investment portfolio).…

Paper Loss

It refers to unrealized capital losses in an open position in options or futures (or generally in an investment portfolio).…

Paper Gain

It refers to unrealized capital gains in an open position in options or futures (or generally in an investment portfolio).…