It stands for in-the-money option; always from buyer’s perspective, it is an option whose underlying’s market price at a given...

Always from buyer’s perspective, it is an option whose underlying’s market price at a given point within its time to...

The relation between the strike price of a derivative (option) and the price of the underlying asset. That is, moneyness...

A knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level...

A delta greek that measures the sensitivity of delta (of an option position) to changes in time. In other words,...

An exceptional procedure to exercise expiring in-the-money options in order to protect option holders against their options turning out-of-the-money. This...