An option trading strategy which involves selling a near-month put and buying a far-month put, with the strike prices across...

In swap transactions, payment netting represents the difference between the two leg payments on the same resetting date. In other...

A tool which measures market state in terms of the dollar-weighted volumes traded, i.e., whether it is oversold or overbought....

An iron condor, generally, involves buying or selling four options at four different exercise prices. When an investor sells the…

Another term for WAVE XXL; a type of flow derivative that allows investors and traders to take "leveraged" views on...

It stands for premium adjusted spot delta; a spot delta (standard sensitivity of a vanilla option with respect to changes...

A spot delta (standard sensitivity of a vanilla option with respect to changes in the spot rate/ price) that accounts...

It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

A phrase that describes the act of exercising a put option. If a particular put contract is “put to seller”,…