A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...
An average rate option which gives the holder the right, but not the obligation, to buy the underlying asset, with…
It reflects the magnitude of the instantaneous fluctuation of a dynamic process, e.g., the log of an underlying asset price/...
It is a low risk, low payoff options strategy, designed to take advantage of a market or security that is…
A vertical spread strategy which benefits from both high and low volatilities. However, the strategy is naturally bullish. In essence,…
The percentage change in a bond price in response to changes in interest rates. In calculation, it captures bond price...
An agreement that a seller and a buyer enter into in order to exchange a straddle option at a specific expiration…
A period of time that precedes trading on an initial public offering (IPO) in which NASDAQ accepts buy and sell…
An exchange regulation under which an official bid price for a cash commodity is competitively set at the close of…
The week that begins on Monday prior to the Saturday expiration of any three classes of option contracts. The week leading…
