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Opportunity Value

The degree to which the price of the underlying asset of an option fluctuates. For an out-of-the-money option, it represents...

100 Strike

The strike price of an option which is equal to the spot price of its underlying. The spot price can...

Option Order

An order that a trader places for the purpose of buying or selling an option. When placing an option order,...

Modified Decay

A measure of loss in the time value of an option (or an option portfolio) as a result of the...

Modified Theta

A measure of loss in the time value of an option (or an option portfolio) as a result of the...

ARO

It stands for average rate option; an option in which the exercise price is equal to the average of the...

Stock Index Option

An option contract which has a stock index as underlying. It grants the holder the right, without the obligation, to...

Stock Option Cash Exercise

An exercise mechanism in which an executive pays the strike price of a given dollar amount per option (X) in...

Stock Index Contingent Option

A variation on a vanilla option in which the holder's payout depends, or is contingent, not only on the performance...

Stock Pinning

A situation that occurs when the underlying stock of an option settles near or at its strike price (exercise price)...