摘要: A description of a derivative relating its strike price to the price of its underlying asset. Moneyness describes the intrinsic value of an option in its current state.
Moneyness tells o[阅读全文:]
摘要: A Canadian derivatives exchange that facilitates the trading of stock options, interest rate futures and options, as well as index options and futures. Located in Montreal, Quebec, it is the country'[阅读全文:]
摘要: A type of order that allows an option trader to simultaneously buy or sell a number of different options that traditionally could only be achieved by placing separate orders. This type of order is pri[阅读全文:]
摘要: A must be filled (MBF) order is a trade that must be executed due to expiring options or futures contracts on those exchanges. Many MBF orders are filled on the third Friday of each month because inde[阅读全文:]
摘要: An options strategy in which an investor writes (sells) call options on the open market without owning the underlying security. This stands in contrast to a covered call strategy, where the investor o[阅读全文:]
摘要:
A model used in quantitative finance to calculate the unpredictability of the underlying current asset of a financial derivative. Because of the treatment of the underlying asset price as the sole [阅读全文:]
摘要: A stock option offered by a target company to a white knight for additional equity or for the purchase of a valuable portion of their company.
An undesired third party is deterred from a[阅读全文:]
摘要: A futures and options exchange in London, England that was modeled after the Chicago Board of Trade and the Chicago Mercantile Exchange. Similar to its American counterparts, this exchange used to dea[阅读全文:]
摘要: An option strategy that aims to profit from a time value spread through the sale and purchase of two call and two put options, each with different expiration dates.
A jelly roll is creat[阅读全文:]