It stands for out-of-the-money option; always from buyer’s perspective, it is an option whose underlying’s market price at a given...
With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...
With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...
A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...
A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...
A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given moneyness. In other words,...
With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...