摘要:
The expression "writing an option" refers to the act of selling an option. An option is the right, but not the obligation, to buy or sell a particular trading instrument at a specified price, on [阅读全文:]
摘要: A type of positive-carry collar that secures a return through the purchase of a cap and sale of a floor. Also called "zero cost options" or "equity risk reversals."
This investment strategy [阅读全文:]
摘要: 1. A statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same[阅读全文:]
摘要:
The rate at which the vega of an option will react to volatility in the underlying market. It is the second order derivative of the option value with respect to volatility. It demonstrates the conv[阅读全文:]
摘要: An agreement between a company and its shareholders whereby the company issues warrants equal to some percentage of the dollar amount of the shareholder's investment.
For example, if an[阅读全文:]
摘要: A derivative security that gives the holder the right to purchase securities (usually equity) from the issuer at a specific price within a certain time frame. Warrants are often included in a new debt[阅读全文:]
摘要: The ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market's expectation of 30-day volatility. It is constructed using the implied volatilities of a wide[阅读全文:]
摘要: A type of non-equity option that uses the CBOE Volatility Index as the underlying asset. This is the first exchange-traded option that gives individual investors the ability to trade market volatility[阅读全文:]
摘要:
Trading strategies that attempt to exploit differences between the forecasted future volatility of an asset and the implied volatility of options based on that asset. Because options pricing is det[阅读全文:]
摘要: A method of quoting option contracts whereby bids and asks are quoted according to their implied volatilities rather than prices.
Used mainly by sophisticated investors, volatility quote[阅读全文:]