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: The amount that the price of an option changes compared to a 1% change in volatility.
Vega changes when there are large price movements in the underlying asset and vega falls as the opti[阅读全文:]
摘要: An options trading strategy with which a trader makes a simultaneous purchase and sale of two options of the same type that have the same expiration dates but different strike prices.
Pr[阅读全文:]
摘要: A slang term used to describe a situation in which a company's executives accelerate the vesting of their employee stock options. Usually, accelerated vesting is preceded by a period of excessively h[阅读全文:]
摘要: An underlying option security is the financial instrument on which a derivative's (i.e., an option's) value is based – it provides the price that is used to determine the value of the derivati[阅读全文:]
摘要: 1. In derivatives, the security that must be delivered when a derivative contract, such as a put or call option, is exercised.
2. In equities, the common stock that must be delivered when a wa[阅读全文:]
摘要: 1. The condition of a call option when its strike price is higher than the market price of the underlying stock.
2. The condition of a put option when its strike price is lower than the market[阅读全文:]
摘要: A type of option that ceases to exist when the price of its underlying asset has reached a pre-specified price level.
This is a form of an exotic option. The prices of these options tend to be [阅读全文:]
摘要: An option strategy in which an investor holds a long position in the underlying asset and writes multiple call options at varying strike prices.
Variable ratio writes have limited profit poten[阅读全文:]
摘要: A method of managing risk in options trading by establishing a hedge against the implied volatility of the underlying asset. A vega neutral option position will be not be sensitive to volatility fluct[阅读全文:]