A hedging technique which aims to make the price of a set (or portfolio) of derivatives immune to small movements in…

An agreement that a seller and a buyer enter into in order to exchange a straddle option at a specific expiration…

A third-order greek that measures the rate of change in the option gamma in response to a change in the...

An agreement that a seller and a buyer enter into in order to exchange a straddle option at a specific...