Articles related to the category "Options and Derivatives"

Abandonment Absolute Rate Accordion Feature Accreting Principal Swap Accrual Swap Adjusted Exercise Price Aggregate Exercise Price Airbag Swap Alligator Spread Altiplano Option American Option Arrears Swap Asian Option Asian Tail Asset Swapped Convertible Option Transaction (ASCOT)Asset-Backed Credit Default Swap (ABCDS)Asset-Or-Nothing Call Option Asset-or-Nothing Put Option Assign Assignment Asymmetric Volatility Phenomenon (AVP)At The Money (ATM)Automatic Exercise Average Price Call Average Price Put Average Rate Option (ARO)Average Strike Option Back Fee Backspread Balloon Option Bank Bill Swap Rate (BBSW)Barrier Option Basket Option Bear Call Spread Bear Put Spread Bear Spread Bear Straddle Bermuda Option Bermuda Swaption Bilateral Netting Binomial Option Pricing Model Binomial Tree Bjerksund-Stensland Model Black-Scholes Model Black's Model Bond Market Association (BMA) Swap Bond Option Bookout Boston Options Exchange (BOX)Boundary Conditions Box Spread Broken Date Bull Call Spread Bull Put Spread Bull Spread Bull Vertical Spread Bullet Trade Butterfly Spread Buy A Spread Buy to Close Buy to Open Buy-Write Buyer's Call Buyer's Option Buying Hedge Calculation Agent Calendar Spread Call Call on a Call Call on a Put Call Option Call Premium Call Ratio Backspread Call Swaption Call Warrant Callable Swap Called Away Caplet Capped Option Capping Cash Commodity Cash-and-Carry Trade Cash-Based Option Cash-or-Nothing Call Cash-Settled Options Cashless Conversion Catastrophe Swap Cboe Nasdaq Volatility Index (VXN)CBOE Options Exchange CFLEX Chameleon Option Charm (Delta Decay)Chinese Hedge Chooser Option Christmas Tree Options Strategy Clearing Member Trade Agreement (CMTA)Cliquet Collar Color Combination Commodity-Product Spread Compound Option Conditional Call Option Condor Spread Contract Market Conversion Arbitrage Conversion in Finance Covered Bear Covered Call Covered Combination Covered Straddle Covered Warrant Covered Writer Credit Default Swap Index (CDX)Credit Spread Credit Spread Option Cross-Currency Swap Currency Certificate Currency Option Currency Warrants Current Exposure Method (CEM)Cylinder Date Certain De-Hedge Dealer Option Debit Spread Deep in the Money Deep Out of the Money Deferred Payment Option Delayed Rate Setting Swap Delta Delta Hedging Delta-Gamma Hedging Derivative Derivative Product Company (DPC)Derivatives Transaction Execution Facility (DTEF)Detachable Warrant Diagonal Spread Discount Spread Dividend Arbitrage Dollar Roll Double Barrier Option Double Hedging Double No-Touch Option Double Witching Down-and-In Option Down-and-Out Option Dual Currency Deposit Dual Currency Swap Early Exercise Escrow Receipt Esoteric Debt ETF Futures and Options Eurex European Option Eurostrip Exchange-Traded Option Exercise Exercise Limit Exercise Price Exotic Option Expiration Date (Derivatives)Expiration Time Extendable Swap Extrinsic Value Far Option Federal Agricultural Mortgage Corporation (FAMC)Fence (Options)Fiduciary Call Fixed Price Flexible Exchange Option (FLEX)Floating Price FMAN Formula Method Forward Margin Forward Rate Forward Start Option Fraption Freight Derivatives Front Fee Fugit Full Ratchet Futures Bundle Gamma Gamma Hedging Gamma Neutral Gamma Pricing Model Globex Gold Option Grantor Greeks Greenspan Put Gut Spread Herrick Payoff Index Heston Model Horizontal Spread Hull-White Model Hybrid Security Illiquid Option Implied Volatility (IV)In the Money (ITM)Incentive Stock Options (ISOs)Indemnification Method Index Amortizing Swap (IAS)Index Option Index Roll Inflation Derivatives Intercommodity Spread Interest Rate Call Option Interest Rate Collar Interest Rate Options International Monetary Market (IMM)International Securities Exchange (ISE)Intrinsic Value Inverse Transaction Iron Butterfly Iron Condor ISDA Master Agreement Italian Derivatives Market (IDEM)Kappa Knock-In Option Knock-Out Option Kurtosis Ladder Option Lambda Lattice-Based Model Leads and Lags Leg Leg Out Legacy Hedge Legging In Liability Swap LIBOR-in-Arrears Swap Load Spread Option Loan Credit Default Swap (LCDS)Local Volatility (LV)Lock-Up Option Long Jelly Roll Long Leg Long Put Long Straddle Long the Basis Long-Dated Forward Long-Term Equity Anticipation Securities (LEAPS)Lookback Option Low Exercise Price Option (LEPO)Married Put Master Swap Agreement Max Pain Mini-Sized Dow Options Mismatch Risk MJSD Moneyness Mountain Range Options Multi-Index Option Multi-Leg Options Order Must Be Filled (MBF) Order Myron Scholes Naked Call Naked Option Naked Position Naked Put Naked Warrant Naked Writer Near the Money Net Option Premium Neutral Non-Equity Option Noon Average Rate Contract (NARC)Omega One-Touch Option Open Rotation Option Chain Option Class Option Cycle Option Income Fund Option Margin Option Premium Option Pricing Theory Option Series Option-Adjusted Spread (OAS)Optionable Stock Options Backdating Options Contract Options Disclosure Document (ODD)Options Industry Council (OIC)Options On Futures Options Price Reporting Authority (OPRA)Options Roll Up Order Book Official OTC Options Out of the Money (OTM)Outperformance Option Outright Forward Outright Option Overwriting Path Dependent Option Perpetual Option (XPO)Piggyback Warrants Pin Risk Pinning the Strike Plain Vanilla Swap Position Limit Preemptive Rights Premium Income Premium Put Convertible Price Swap Derivative Protective Put Put Put Calendar Put on a Call Put on a Put Put Option Put Ratio Backspread Put Swaption Put to Seller Put Warrant Put-Call Parity Putable Swap Quadruple Witching Quality Spread Differential (QSD)Quantity-Adjusting Option (Quanto Option)Quanto Swap Rainbow Option Range Accrual Range Forward Contract Ratio Call Write Ratio Spread Rebate Barrier Option Reference Asset Reference Entity Reference Equity Reference Obligation Reverse Calendar Spread Reverse Conversion Rho Rights Offering (Issue)Risk Graph Risk Reversal Risk-Based Haircut Roll Back Roll Down Rollercoaster Swap Rolling Hedge Rolling Option Russian Option Seagull Option Securitization Seller's Option Serial Option Servicing Strip Settlement Price Share Purchase Rights Short Call Short Date Forward Short Leg Short Put Short Straddle Shout Option Single Payment Options Trading SKEW Index SPAN Margin SPOT Premium Spread Spread Option Spreadlock Step Premium Option STIR Futures & Options Stochastic Volatility Stock Option Straddle Strangle Strap Strike Price Strike Width Structured Note Structured Repackaged Asset-Backed Trust Security (STRATS)Swap Bank Swap Network Swap Transferring Risk With Participating Element (STRIPE)Synthetic Synthetic Call Synthetic Forward Contract Synthetic Futures Contract Synthetic Put Targeted Accrual Redemption Note (TARN)Targeted Amortization Class (TAC)Termination Clause Termination Date The iTraxx LevX Indexes Theta Time Decay Time Value Trade-or-Fade Rule Traded Average Price Option (TAPO)Tranches Transaction Risk Trinomial Option Pricing Model Triple Witching Uncovered Option Underlying Underlying Security Up-and-In Option Up-and-Out Option Value Date Vanilla Option Vega Vega Neutral Vertical Spread VIX Option Volatility Volatility Arbitrage Volatility Skew Volatility Smile Volatility Swap Vomma Warrant Coverage Warrant Premium Wasting Asset Weather Derivative Witching Hour Writer Writing an Option Yield-Based Option Zero Basis Risk Swap (ZEBRA)Zero Cost Collar Zomma

Stock Insights | iOS & Android

Investing ideas and signals aggregator