摘要: A volatility index on the Chicago Board Options Exchange, known by its ticker symbol VXN. The VXN is a measure of implied volatility for the Nasdaq 100 (NDX).
The VXN is calculated using the sam[阅读全文:]
摘要: The name given to a clearing member that is willing to assume the opposite position of a futures contract within a larger alternative exchange, of which it also is a clearing member.
A c[阅读全文:]
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The rate at which the delta of an option or warrant will change over time. Charm refers to the second order derivative of an option's value - once to time and once to the price. It is also the der[阅读全文:]
摘要: A commodity exchange established in 1848 that today trades in both agricultural and financial contracts. The CBOT originally traded only agricultural commodities such as wheat, corn and soybeans. Now,[阅读全文:]
摘要: Founded in 1973, the CBOE is an exchange that focuses on options contracts for individual equities, indexes and interest rates. The CBOE is the world's largest options market. It captures a majority [阅读全文:]
摘要: An options trading strategy that is generally achieved by purchasing one call option and selling two other call options at different strike prices. When drawn structurally, the strike price of the lon[阅读全文:]
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A commodities exchange formed in 1979 for trading coffee, sugar and cocoa futures. The exchange has its roots in the 1882 Coffee Exchange, which adde[阅读全文:]
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The rate at which the gamma of an option or warrant will change over time. More specifically, it is the third order derivative of an options value - once to time and twice to the option's price. C[阅读全文:]
摘要: When an investor holds a position in both call and put options on the same asset.
There are various types of combination spreads, including straddles and strangles.
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