It stands for early exercise premium; the difference between the premium (option price) of an American option and that of...

The difference between the premium (option price) of an American option and that of an otherwise identical European option. It...

A volatility trading strategy that combines an at-the-money forward call (ATMF call) with an ATMF put with opposite deltas, in…

The exercise of an American-type option or other security prior to its maturity date. An option holder may choose to...

An option is said to be deep in the money when its exercise price is significantly below (for a call...

It stands for deep in the money; an option is said to be deep in the money when its exercise...

An abbreviation for deep-in-the-money elasticity; the elasticity of an option where its value increases (for a call) and decreases (for...

An option that can be exercised at any time before, and including, expiration date. This type of options provides investors...

A zero coupon note which is constructed by combining a deep in-the-money call option with a deep in-the- money put...