A wrangle, i.e., a complex ratio spread in which a long position is taken in the two ratio backspreads in...

A third-order greek that captures the rate of change of gamma with respect to changes in the volatility (implied volatility)...

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

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

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

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given moneyness. In other words,...

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