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spreader

spreader  n.— «Another trader sounded more sanguine: “Big orders executed in a rapid fashion, coupled with spreaders there to help absorb some of the volatility, creates extreme swings.” A spreader is someone who simultaneously...

fear gauge

fear gauge  n.— «The selling was largely driven by a sharp rise in volatility, with the Vix index, often referred to as Wall Street’s “fear gauge” hitting a two-year high.» —“Emerging equities suffer worst losing streak since...

smile

smile  n.— «This has direct consequences for the dynamics of the volatility smile observed on option markets.» —by Jean-Philippe Bouchaud, Marc Potters Theory of Financial Risk and Derivative Pricing Dec. 11, 2003. (source:...

smile

smile  n.— «The pattern of implied volatilities form a “smile” shape, which is called a volatility smile. Most derivatives markets exhibit persistent patterns of volatilities varying by strike…In practice, either the...

smile

smile  n.— «Smile: Graph with a minimum implied volatility for an underlying at-the-money.» —“Glossary of keywords” by André Jaun Hedging Your Portfolio: Options, Swaps and Derivatives Aug. 18, 2003. (source:...

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