A synthetic option that is based on a short position in the underlying asset and a long position in a…
An average rate option which gives the holder the right, but not the obligation, to buy the underlying asset, with…
A method that is used to calculate the value of an at-the-money call option (under the assumption of zero interest…
A vertical spread strategy which benefits from both high and low volatilities. However, the strategy is naturally bullish. In essence,…
A neutral option strategy (in essence, it is a short straddle strategy) that is based on two legs involving selling…
A call option whose strike price, at a given point in time before or at expiration, is equal to the...
An at-the-money option (call option) in which the strike price is equivalent or approximately equal to the underlying asset's price....
