An ex-post estimate of the price or return variation, regardless of direction, over a specific period of time. In other...

A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...

A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...

An enhanced alternative to a variance swap. In view of the insensitivity of variance swap to the level of the...

A third-order greek that captures the rate of change of gamma with respect to changes in the volatility (implied volatility)...

A bleed that measures the effect of time on an option contract (or an options portfolio) as it goes farther...

Strategies which are designed to speculate or take a view on changes in market volatility rather than in market direction....

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

The future levels of volatility calculated taking into account current market prices of options. It builds on spot implied volatility...

With respect to an option's strike (strike price), it refers to the situation where the implied volatility (volatility skew) remains...