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Derivatives, Futures & Options

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Derivatives, Futures & Options

Implied Volatility

The volatility figure that, put into an option pricing model, reproduces the option's current market price.

Test: solve the pricing model for the volatility input that makes the model price equal the observed market price %
Derivatives, Futures & Options

In the Money

An option that would have positive value if exercised immediately.

Call: Spot > Strike; Put: Spot < Strike qualitative
Derivatives, Futures & Options

Index Futures

A futures contract whose underlying is a stock market index rather than a single security.

Contract Value = Index Level x Lot Size; settlement is in cash against the final index value
Derivatives, Futures & Options

Initial Margin

The deposit required before a derivative position can be opened, held as collateral against potential losses.

Initial Margin = SPAN Margin + Exposure Margin, computed by the clearing corporation for the portfolio
Derivatives, Futures & Options

Iron Condor

A four-leg position writing an out-of-the-money call and put while buying further out-of-the-money protection on both sides.

Net Credit = Premiums Received - Premiums Paid; Maximum Loss = (Width of the Wider Wing - Net Credit) x Lot Size