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OTM Option

It stands for out-of-the-money option; always from buyer’s perspective, it is an option whose underlying’s market price at a given...

    Sticky Strike

    With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

      Sticky Smile

      With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

        Sticky Delta

        A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

          Volatility By Delta

          A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

            Volatility By Moneyness

            A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given moneyness. In other words,...

              Volatility By Strike

              With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...