An old-dated term for an option; by definition, a privilege/ option is a derivative contract granting its owner the right, but...

A volatility strategy (volatility trade) which combines futures and options and is constructed by buying a put option (long put)...

A topography report that shows the stability of a position with the passage of time, in an environment characterized by...

A topography report that shows the stability of a position with the passage of time, in an environment characterized by...

A call (i.e., request) which is issued by a broker demanding a customer (whether a short seller or a party...

A risk measure for options which is computed by relating an option's modified theta to its gamma: Modified alpha =...

The amount of cash or marginable securities (e.g., treasuries, blue chip stocks) that a holder of a futures or options...

An option pricing model that is designed to measure the change in the price of an option as a result...

A warrant that is attached to a straight debt instrument, giving the holder to the right (option) to exercise on...

A modification of the flexible cap. It combines the features of a flexible cap and a chooser cap. More specifically,...