The price that is paid or received for a put option. For a buyer, it is the cost of the put...

The price that is paid or received for a call option. For a buyer, it is the cost of the...

The price that is paid or received for an option. For an option buyer, it is the cost of the...

The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...

The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...

The difference between the values of two options, that is made when the value of the one sold exceeds the value...

The amount of the change in an option price with respect to the decrease in time to expiration. The option value declines or decays...

The amount of the change in an option price with respect to the decrease in time to expiration. The option value declines with the passage...

A variant on American option, and a perpetual lookback option without a predetermined expiration date (and hence the other name: perpetual American lookback option)....

A delta-neutral option spread which is usually established in order to take a view or speculate on changes of market volatility...