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...

An option spread that combines a long position and short position in put options on the same underlying asset. By…

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

A provision which is typically attached to a CAPS option, whereby it terminates before expiration date and is settled at...

The expected time to exercise an American option. It also refers to the probability of early exercise on an American option. In other...

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

The probability of early exercise on an American option. In other words, it refers to the amount of time that is left until...