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One-Week Run

The period of seven days from today to an option's expiration date. That is, a one-week option written (issued) on...

Option Replication

A technique which is used to artificially establish an option-like payoff pattern by creating a set or series of trades...

Greenshoe Option

An option that allows the underwriter of a securities issue to purchase and resell additional shares. By this option, a...

OTM Put

It stands for out-of-the-money put; a put option with a strike price being below the combined amount of its underlying’s...

Out-of-The-Money Put

A put option with a strike price being below the combined amount of its underlying’s market price and the premium,...

RAN

It stands for range accrual note; a note that pays interest only if the floating interest rate (such as LIBOR)...

Collartion

An option on a collar. It gives its holder the right, without the obligation, to trade a collar at or...

KOF Option

An abbreviation for knock-out forward option; a forward option that is capped with a knock-out barrier. This option allows its...

Knock-Out Forward Option

A forward option that is capped with a knock-out barrier. This option allows its holder to accumulate gains (paper gains)...

Singular Payoff Option

An option whose payoff shows a singularity jumping from zero to a positive value. In other words, this option has...