The point at which a short option or option spread executed at a credit breaks even (it produces neither profit...

In the context of options, it is a spread that turns out unprofitable as a result of big commissions charged...

The part of an option spread that constitutes an obligation to buy the underlying asset. It is the side of...

A Christmas tree spread that involves the selling of one put option at the highest exercise price and the purchase...

The part of an option spread that constitutes an obligation to sell the underlying asset. It is the side of...

The vega value of a derivative instrument, a spread, or a position multiplied by the notional principal. It corresponds to...

The point at which a short option or option spread executed at a credit breaks even (it produces neither profit...

Another name for a vertical spread which is an options strategy constructed by buying and selling the same numbers of...

A complex and versatile option trading strategy (basically an albatross spread) which involves selling one deep in-the-money option, buying one...

The spread that forms when an investor/trader holds position in a European option and a corresponding American option. This options...