A reverse knockout option (RKO option) in which the barrier is at a level above the spot underlying price. This...
It stands for call reverse knock-out; a reverse knock-out option (RKO option) in which the barrier is at a level...
A put option on a call option. It gives the holder the right, without the obligation, to sell a call...
An out-of-the-money call option. Always from buyer’s perspective, it is a call option whose underlying’s market price at a given...
A volatility whose magnitude is theoretically set the same across different delta values of an option. The standard Black-Scholes model...
A volatility whose magnitude is theoretically set the same across different delta values of an option. The standard Black-Scholes model...
A note that gives the issuer the right to buy back (call or redeem) the note at a predetermined price...
A complex ratio spread in which the same type of position is taken in both a put ratio spread and a call ratio spread. To...
A jelly roll consists of a long time spread and a short time spread, one made up of puts, the other of calls, all having the same strike...
An option trading strategy which involves selling a call and buying a put at the same strike price, both being with a near-month expiration date,...
