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Diagonal Straddle Calendar Spread

An option trading strategy (a straddle calendar spread) whereby a near-month straddle is sold at a set strike and a…

Deferred Start Cap

An interest rate cap that has a forward start date. In other words, the cap comes into effect at some…

Aggregate Exercise Price

It equals the number of shares in an option contract (typically 100 shares) multiplied by the exercise price in that…

Cut Time

The time on an option‘s expiration date after which the option no longer exists. It is at this time that…

Forward Vol Agreement

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

Roll Back

An options strategy that involves the replacement of a position by closing out one option contract with another that has…

Variable Maturity Option

An option that expires before its stated expiration date if the underlying has made significant leaps prior to an early…