An extension to a bear put spread. It is a highly risky option trading strategy which suits expectations of low…
A deep out-of-the-money option which is sold, because it is very much out-of-the-money, at low price. Such an option costs...
An interest rate floor that consists of a number of floorlets along with a prespecified limit. It is designed to…
A calendar put spread that is established by selling a front-month put option at a given strike price and buying…
With respect to option contracts and other types of derivatives, it refers to the feature allowing the holder (the long)…
An alternative term for WAVE XXL; a type of flow derivative that allows investors and traders to take "leveraged" views...
A calendar straddle (horizontal straddle) that is designed to profit as the underlying is believed to stay stagnant over a…
The difference between three-month LIBOR and the overnight index swap rate (OIS rate). It is an indication of the amount…
AÂ calendar call spread that is established by selling a front-month call option at a given strike price and buying a…
On the futures markets, it refers to the maximum price fluctuation a given futures contract is allowed to experience in…