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SPOT

It stands for single payment options trading. A type of currency options trading in which an investor can choose whether...

Reverse Barrier Option

A barrier option in which the barrier is set in the money, rather than out of the-money. This means the...

Reverse Option Hedge

A hedged position in which the investor purchases more than one call option for each unit of the underlying he...

Current Option Pain

A refined calculation method which is used for determining option pain and therefore it is more accurate than option pain,...

Reverse Cliquet

A cliquet option which gives the holder the right to receive a headline coupon adjusted for negative returns (instead of...

Theta

A measure (first-order greek) of the rate of change in the value of an option with respect to the passage...

Moneyness

The relation between the strike price of a derivative (option) and the price of the underlying asset. That is, moneyness...

Volatility Per Annum

A volatility measure that takes into account, in estimating volatility from historical data, only the days when an exchange is...

Reverse Knock-Out Option

A knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level...

Spot Delta

The sensitivity of an option's price (premium) to changes in the spot market. The spot delta tells how many units...