Options (finance)

financial derivative conferring the right to to buy or sell a certain thing at a later date at an agreed price

security that entitles the holder to buy stock

financial exotic option with an all-or-nothing payoff

mathematical model of a financial market with options

financial instrument

financial instrument

complex call option on the common stock of a company, granted by the company to an employee

pre-arranged price at which the owner of the option has the right to buy/sell the underlying security

model parameters in mathematical finance

derivative which has features making it more complex than commonly traded products

numerical method for the valuation of financial options

in financial mathematics, defines a relationship between the price of a European call option and a European put option

A swaption (a portmanteau of "swap" and "option") is an option granting its owner the right but not the obligation to enter into an underlying swap on specified terms at a future date. In practice the term is most commonly used for options on interest rate swaps, where the holder has the right to enter into a fixed-for-floating interest rate swap.

In finance, a straddle strategy involves two transactions in options on the same underlying, with opposite positions. One holds long risk, the other short. As a result, it involves the purchase or sale of particular option derivatives that allow the holder to profit based on how much the price of the underlying security moves, regardless of the direction of price movement.

type of option contract in finance

Financial model

Capital budgeting analysis term

In finance, moneyness is the relative position of the current price (or future price) of an underlying asset (e.g., a stock) with respect to the strike price of a derivative, most commonly a call option or a put option. Moneyness is firstly a three-fold classification: If the derivative would have positive intrinsic value if it were to expire today, it is said to be in the money (ITM); If the derivative would be worthless if expiring with the underlying at its current price, it is said to be out of the money (OTM); And if the current underlying price and strike price are equal, the derivat

in finance, a price (premium) is paid or received for purchasing or selling options

stock options trading strategy

trading strategy using options

in options contracts

Type of financial instrument

type of option contract in finance

type of stock options trading strategy

derivative financial instrument

type of stock options trading strategy; bullish vertical spread options trading strategy

Expression and metaphor

type of stock options trading strategy

stock options trading strategy

contractual agreement

implied volatility patterns that arise in pricing financial options