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Glossary

Proprietary SpotGamma Levels

  • What is Reference Price/Ref Price?
  • What is the SpotGamma Implied 1-Day Move?
  • What is the SpotGamma Implied 5-Day Move?
  • What is the SpotGamma Gamma Index?
  • What is Volatility Trigger™?
  • What is the SpotGamma Absolute Gamma Strike (ABS)?
See all 8 articles

Key Levels

  • What are Zero Gamma Levels?
  • What is 25D Risk Reversal?
  • What is a Call Wall?
  • What is a Gamma Profile?
  • What is a Put Wall?
  • What is Call Open Interest?
See all 16 articles

General Terms

  • What is a Bear Put Spread?
  • What is a Bull Call Spread?
  • What is a Box Spread?
  • What are Protective Puts?
  • What is Delta Neutral Hedging?
  • What is a Strip Strangle and a Strip Straddle?
See all 100 articles

Options Greek

  • What is Charm?
  • What is Delta (Options Greeks)?
  • What is Gamma (Options Greeks)?
  • What is Maximum Greek Exposure?
  • What is Rho (Options Greeks)?
  • What is Theta (Options Greeks)?
See all 8 articles
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