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American Lookback Option

An option (lookback option) that can be exercised at any time before, and including, expiration date. This type of options...

Best Price Option

A call or put option whereby the holder has the retroactive right to purchase (if a call) or sell (if...

No-Regrets Option

An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...

High-Low Option

A cash-settled call option that combines two lookback options and where it pays the difference between the high and low...

Partial-Time Fixed-Strike Lookback Option

A fixed strike lookback option in which the lookback period starts at a preset date after the trading date of...

Partial-Time Floating-Strike Lookback Option

A floating-strike lookback option in which the lookback period starts at inception (contracting date/ trading date or the date the...

Lookback Straddle

An option in which the holder has the right to receive a payoff reflected in a range, or the difference...

Partial Lookback Option

A lookback option that comes with a time window (e.g., 1- 3 months), known as the partial lookback period, allowing...

Hindsight Option

An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...

Lookback Period

With respect to option contracts and other types of derivatives, it is the period of time during which the holder...