AÂ call diagonal calendar spread that is designed to profit when the underlying remains relatively stable over a specific period of…
An exchange-traded futures contract on the 3-month LIBOR rate. Each contract controls a notional amount of USD 100,000. Interest on…
The put option premium that is paid by a put buyer. It represents the compensation a put buyer pays to…
One of the most popular option strategies, in which a naturally bullish investor focuses on the steady upward movement of...
A forward rate agreement (FRA) where the settlement date is more than one year in the future at the time…
The last day on which notices of intent to deliver on futures may be issued. On this day, which occurs...
A neutral strategy (originally a long straddle) that is based on two legs involving two at-the-money calls or close to…
A lookback strike option which gives the holder the right to retroactively cash in the contract at the largest difference…
A straddle whereby an investor simultaneously buys two options (a call and a put) on the same stock, index, interest…
An option which allows the holder to have access in the future to the difference between the spot strike at...
