An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...

An acronym for at-the-money implied volatility; a measure of volatility (at-the-money volatility, ATM volatility) that represents the risk-neutral standard deviation...

Generally, it is the effective monetary advantage which would be obtained when an option is immediately exercised. In call options,...

An option value that includes, in addition to the intrinsic value, the fair value of the forward underlying the option...

It stands for intrinsic value; a measure of the theoretical value of an asset (e.g. a security). By nature ,...

It stands for intrinsic value; in the context of options (stock options) and similar instruments (tradable and non-tradable), it is...

It stands for intrinsic value; generally, it is the effective monetary advantage which would be obtained when an option is...