Filter by Categories
Accounting
Banking

PCFP

It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…

Long Straddle

A straddle whereby an investor simultaneously buys two options (a call and a put) on the same stock, index, interest…

Straddle Strip

An option trading strategy which involves buying between two and four straddles for one or more expiration months. The straddle…

Break Out

Re-establishing an original position taken by an option buyer, undoing whereby a previously made conversion or reversal of an option…

Call Spread

An option spread which involves buying a call with a given strike price and expiration date while short selling another…

Callable Option

A long option (long call or long put) which is held by an investor and is subject to a short...

Long Call Strip

A call strip which involves long positions. The long call strip can be constructed with a number of contracts (call...

Capped Call

A capped option that constitutes a long call position in which a cap is placed on the maximum payout of...

Callable Warrant

A warrant that constitutes a long option (long call or long put) which is held by an investor and is...

Short Jelly Roll

A jelly roll consists of a long time spread and a short time spread, one made up of puts, the...