An arithmetic Asian option in which the payoff is determined with respect to the arithmetic average price of the underlying...
A currency option which is combined with a trigger price feature whereby it is converted into a forward forex contract…
A neutral strategy (originally a long straddle) that is based on two legs involving two at-the-money calls or close to…
It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…
A crossing network (CN) that receives and directs confidential bids and offers into the pool where all are held until…
An options strategy that involves the replacement of a position by closing out one option contract with another that has…
An option trading strategy in which a near-month straddle is sold, and a far-month straddle is bought at the same…
A guts spread that is established by combining short in-the-money calls and short in-the-money puts, with all options having the…
A synthetic futures which consists of a short call and a long put: Short synthetic futures position = short call…
A currency option that confers on the holder the right, but not the obligation, to purchase an amount of foreign…
