A synthetic option that is based on a short position in the underlying asset and a long position in a…

A calendar strangle that is designed to profit as the underlying is believed to stay stagnant over a specific period…

A calendar straddle (horizontal straddle) that is designed to profit as the underlying is believed to stay stagnant over a…

An abbreviation for close-to-the-money option; an option contract in which the underlying’s market price is very near to the strike…

A calendar put spread that involves selling a far-month put and buying a near-month put of the same strike price.…

A calendar call spread that involves selling a far-month call and buying a near-month call of the same strike price.…

A put calendar spread that involves selling far-month put (short put) and buying near-month put (long put) of the same…

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

A low volatility option strategy that involves selling in-the-money calls and in-the-money puts. This will result in a larger level...

A measure (first-order greek) of the rate of change in the value of an option with respect to the passage...