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Fixed Strike

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

Sticky Strike Rule

A rule that assumes that the implied volatility for an option with a given strike price and maturity will not...

Fixed Strike Asian Option

An option (Asian option) whose payoff depends on the average price of the underlying asset during at least some part...

Sticky Strike

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

Sticky Smile

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...

Volatility By Strike

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...