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Exotic Double Barrier Option

A double barrier option that has yet additional non-standard features (as compared with standard double barrier options), including step double...

Nested Barrier Option

A barrier option that that combines (also being a generalized double barrier option) a couple of pairs of barriers each...

Chained Barrier Option

A type of barrier option in which another barrier option is initiated when one or two preset barriers are hit/...

Short-Term Interest Rate Option

An interest rate option in which the underlying is the three-month floating interest rate such as LIBOR , EURIBOR, etc....

Short Call Butterfly

A neutral option strategy (broadly a short butterfly) that is based on three legs involving selling a low strike call,...

Short Call Option

One of the most popular and basic option strategies in which an inherently bearish investor attempts to capitalize on the...

Class of Options

All options of the same type (calls or puts) that trade on a given asset with specific expiration dates and…

Interest Rate Guarantee

An option on a forward rate agreement that gives the holder the right, without the obligation, to buy an FRA…

Cash-or-Nothing Call

A type of option in which the payoff is determined in one of two distinct values: a specified fixed price…

Flexible Exchange-Traded Option

An exchange-traded (though customizable) option that allows the parties to specify the strike price and expiration date according to their…