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...

An interest rate product which pays a coupon linked to the absolute volatility of an interest rate index over a...

A portfolio of options which has a vega of zero. That is, the option combination implies a neutralized vega. This...

The amount of change in the price of an option in response to a 1% change in volatility of the...

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

A breed of options that bear non-standard features/ elements, as opposed to vanilla options (plain vanilla options). These features/ elements...