The third Friday in the months of March, June, September, and December when U.S stock options, index options, and futures…
An option pricing model which is similar to a binomial model, but with three possible branches at each node instead…
The last hour before the market closing in which options and futures on stock indexes expire on the same day.…
An acronym for knock-out, knock-in; a combination of barrier events (in relation to a barrier option, specifically, a double barrier...
A long call option on an index where a trader can profit from a rise in the price of the…
AÂ diagonal put spread that involves the selling of a given amount (one or more) of near-month out-of-the-money put options and…
The rate of interest which can be earned without bearing any risks. The rates on Treasury bills and Treasury bonds…
An option-related strategy that is based on the replacement of a position by closing out one option with a near-month…
The number of open contracts at which a market supervisory authority (like the CFTC in the US) specifies when an…
An option trading strategy which involves selling a near-month put and buying a far-month put, with the strike prices across...
