摘要: An options strategy carried out by holding a short position in both a call and a put that have the same strike price and expiration date. The maximum profit is the amount of premium collected by writi[阅读全文:]
摘要: An exotic option that allows the holder to lock in a defined profit while maintaining the right to continue participating in gains without a loss of locked-in monies.
Shout options can be struc[阅读全文:]
摘要: An options or futures investor holding or controlling a single position below the required reporting levels.
The reporting level for each option or futures contract is set by the CFTC and indiv[阅读全文:]
摘要: Short for standardized portfolio analysis of risk (SPAN). This is a leading margin system, which has been adopted by most options and futures exchanges around the world. SPAN is based on a sophisticat[阅读全文:]
摘要:
The rate at which the gamma of an option or warrant will change in relation to underlying price in the underlying market. More specifically, it is the third order derivative of an options value to [阅读全文:]
摘要: A type of option that derives its value from the difference between the prices of two or more assets. Spread options can be written on all types of financial products including equities, bonds and cur[阅读全文:]
摘要: An option-granting practice in which options are granted at a time that precedes a positive news event. Spring loading relies on the fact that positive news typically causes the underlying company's [阅读全文:]
摘要:
A type of option where the cost of purchasing the option is paid gradually as the strike approaches instead of when the trade is initiated. The options contract spells out how much premium must be [阅读全文:]
摘要: A lookback option without an expiry date. This type of option can have either an American or a Mid-Atlantic settlement.
A Russian option is a perpetual lookback option. This is another s[阅读全文:]
摘要: A derivative contract representing a designated fraction of the trading value of a standard S&P futures or options contract. Designed to expand the group of investors that could afford them, the S[阅读全文:]