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Stock Index Futures Option

An option on a stock index futures which gives the purchaser the right, without the obligation, to trade the underlying…

Quadruple Witching Day

The day on which any four classes of option contracts (stock index futures, stock index options, stock options and single…

Stock Index Futures

A futures contract on a stock index. This type of futures entails the future delivery of a cash amount based...

Fair Value of Stock Index Futures

The fair value of a stock index futures is the theoretical value that accounts for the current index level, index...