News

Write (an option)

June 8, 2018 -

Sell an option.

read more

Volatility Skew

June 8, 2018 -

The pattern of implied volatility levels across the options of the same expiration.

read more

Volatility

June 8, 2018 -

A measure of the variation in the spot price. See also Implied Volatility

read more

Vertical Spread

June 8, 2018 -

An option strategy executed by buying and selling options with different strikes but the same expiration. See also Bear Spread Bull Spread

read more

Vega

June 8, 2018 -

The amount that an option’s price changes for a 1% (i.e. from 12% to 13%) change in volatility if all other market factors remain constant. See also Theoretical Value

read more

Uncovered

June 8, 2018 -

See Naked

read more

Type

June 8, 2018 -

Classification of an option, defining an option to buy (call) or an option to sell (put).

read more

Time Value

June 8, 2018 -

The amount of an option’s value that is in excess of intrinsic value. Also known as Extrinsic Value See also At-the-Money In-the-Money Intrinsic Value Near-the-Money Out-of-the-Money

read more

Time Spread

June 8, 2018 -

See Calendar Spread

read more

Time Decay

June 8, 2018 -

See Theta

read more