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Fear Gauge

A market tool that measures investors' feelings about stock option risk levels in a particular stock index (the S&P 100)....

Volatility Regime

The band or range in which volatility changes upwardly and downwardly, but not exceeding its upper and lower boundaries. In simple terms,...

Accreting Cap

An interest rate cap in which the successive caplets cover increasing notional principal amounts. In other words, the notional principal...

Abandonment

An action that is taken by an investor or trader whereby he/ she chooses not to exercise or offset a long...