A risk measure for options which is computed by relating an option's theta to its gamma: Gamma rent = decay/gamma This second-order greek , which is also...

A series of calculations which determine and reflect different profiles of risk exhibited by a stock or asset underlying a derivative in response to changes in...

A risk measure for options which is computed by relating an option's theta to its gamma: Alpha = decay/gamma This second-order greek expresses the quality of gamma...

A tool that measures the amount of change in the delta of a derivative (most often an option) in response to a unit change in...

A change in the gamma of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g.,...

A methodology which is used by an exchange clearinghouse to calculate the number of outstanding futures contracts in order to...

A type of binary options whose stated strike price is different from its payoff strike. That is, there is a...