An index derivative product, initially launched in 2009, which represents a smaller than standard-sized futures contract that is priced at…

It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…

It stands for “forward implied volatility“. The future levels of volatility calculated taking into account current market prices of options.…

A zero-coupon swap in which the fixed rate receiver sells a third party (a dealer) an embedded option to convert…

A volatility trading strategy that combines an at-the-money forward call (ATMF call) with an ATMF put with opposite deltas, in…

A position in which negative deltas offset positive deltas. The overall delta of the position is zero or very close…

A rule that assumes that the implied volatility for an option with a given strike price and maturity will not...

It stands for historical volatility; a type of volatility that is estimated from past realized/ historical data rather than by...

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...