An abbreviation for at-the-money elasticity; the elasticity of an option where its value increases (for a call) or decreases (for...

Also at-the-money strike; the strike price of an option which is equal to the spot price of its underlying. The...

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...

Generally speaking, it is the price at which a derivative contract can be exercised by the holder or the buyer....