With respect to an employee stock option (ESO), it is an additional, new share option that is automatically granted when...
An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...
A tool that measures the changes in delta resulting from changes in volatility levels. Delta, per se, captures the change...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...
An Asian option in which the average of underlying prices, interest rates, indices, etc, is calculated at discrete times over...
An additional share option (stock option, also known as employee stock option, ESO) that an entity grants upon the exercise...
An option on an option which is made up of a strip of European digital or binary options. In this...
The effect of change in one variable pertaining to an option, (particularly the out-of-the-money options/ OTM options) where the output...
Typically, a special type of a barrier option which refers to an option trading strategy that combines two call/ put...
An option that is embedded in a derivative financial instrument whereby one party has a choice over settlement. In other...