Category:Options (finance)

• Option (finance)
• Option naming convention (finance)

A

• Area yield options contract (finance)
• Ascot (finance)
• Asian option (finance)

B

• Backspread (finance)
• Barone-Adesi and Whaley (finance)
• Barrier option (finance)
• Basket option (finance)
• Bear spread (finance)
• Binary option (computing)
• Binomial options pricing model (computing)
• Bjerksund and Stensland (finance)
• Black model (finance)
• Black's approximation (finance)
• Black–Derman–Toy model (finance)
• Black–Scholes model (computing)
• Bond option (finance)
• Box spread (options) (finance)
• Bull spread (finance)
• Butterfly (options) (finance)
• Buy-write (finance)

C

• Calendar spread (finance)
• Call option (finance)
• Callable bond (finance)
• Cash or share option (finance)
• CBOE DJIA BuyWrite Index (finance)
• CBOE S&P 500 BuyWrite Index (finance)
• CBOE S&P 500 PutWrite Index (finance)
• Chicago Options Associates (company)
• Chooser option (finance)
• Cliquet option (finance)
• Collar (finance)
• Commodore option (finance)
• Compound option (finance)
• Constant elasticity of variance model (finance)
• Covered call (finance)
• Covered warrant (finance)
• Credit default option (finance)
• Credit spread (options) (finance)

D

• Dealer equity option (finance)
• Debit spread (finance)
• Derivative and Commodity Exchange Nepal Ltd. (company)
• Diagonal spread (finance)
• Double digital option (finance)

E

• Edgeworth binomial tree (finance)
• Employee stock option (finance)
• Equity derivative (finance)
• Exercise (options) (finance)
• Exotic option (finance)
• Expiration (options) (finance)

F

• Fence (finance)
• Finite difference methods for option pricing (computing)
• Foreign exchange option (finance)
• Fugit (finance)
• Funding Options (company)

G

• Garman-Kohlhagen model (finance)
• Greeks (finance)
• Greenspan put (finance)

H

• Heston model (finance)

I

• Implied binomial tree (finance)
• Implied trinomial tree (finance)
• Incentive stock option (finance)
• Interest rate guarantee (finance)
• Intermarket Spread (finance)
• Iron butterfly (options strategy) (finance)
• Iron condor (finance)

J

• Jade Lizard (finance)
• Jump diffusion (computing)

K

• Kansas City Board of Trade (organization)
• Korn–Kreer–Lenssen model (computing)

L

• Lattice model (finance)
• LEAPS (finance)
• Lookback option (finance)
• Low Exercise Price Option (finance)

M

• Margrabe's formula (finance)
• Moneyness (finance)
• Monte Carlo methods for option pricing (computing)
• Mountain range (options) (finance)

N

• Naked call (finance)
• Naked put (finance)
• Net volatility (finance)

O

• Option screener (finance)
• Option style (finance)
• Option symbol (computing)
• Option time value (finance)
• Options arbitrage (finance)
• Options backdating (finance)
• Options broker (finance)
• Options spread (finance)
• Options strategy (computing)

P

• Phantom stock (finance)
• Pin risk (options) (finance)
• Plain vanilla (finance)
• Protective put (finance)
• Pull to par (finance)
• Put option (finance)
• Put–call parity (finance)
• Puttable bond (finance)

R

• Rainbow option (finance)
• Range accrual (finance)
• Ratio spread (finance)
• Real options valuation (finance)
• Reverse greenshoe (finance)
• Risk reversal (finance)
• Roll-Geske-Whaley (finance)

S

• SABR volatility model (finance)
• Singapore Mercantile Exchange (finance)
• SKEW (finance)
• Spread option (finance)
• Stochastic volatility (finance)
• Stock appreciation right (finance)
• Stock option return (finance)
• Straddle (finance)
• Strangle (options) (finance)
• Strike price (finance)
• Swaption (finance)
• Synthetic position (finance)

T

• Timer Call (finance)
• Trinomial tree (computing)
• Turbo warrant (finance)

V

• Valuation of options (finance)
• Vertical spread (finance)
• Volatility arbitrage (finance)
• Volatility smile (finance)

W

• Warrant (finance)