A graphical model of the price of an option at a given point in time. The price of the option varies with the price of the underlying security according to the Black-Scholes Option Pricing Model. At any point on the curve, the slope is equal to the delta.
Related information about option pricing curve:
- Option Pricing Curve - Financial Dictionary - The Free Dictionary
A graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the option for various stock ...
- What is option pricing curve? definition and meaning
Definition of option pricing curve: A graphical model of the price of an option at a given point in time. The price of the option varies with the price of the underlying ...
- option pricing curve
A graphical model of the price of an option as a function of time.
- Option Pricing Curve Definition - NASDAQ.com
Option Pricing Curve: read the definition of Option Pricing Curve and 8000+ other financial and investing terms in the NASDAQ.com Financial Glossary.
- Options Glossary: O
Option pricing curve. A graphical representation of the estimated theoretical value of an option at one point in time, at various prices of the underlying stock.
- Common Investment Concepts | Ameriprise Financial
Option Pricing Curve: A graphical representation of the projected price of an option at a fixed point in time. It reflects the amount of time value premium in the ...
- Option Education Videos | Option Strategist
Basic terms; Option pricing curve; The factors influencing the price of an option; Volatility B historical and implied; Delta; The option pricing model; Time value ...
- Lincoln - Job details
Knowledge of some or all of the following topics: Swap and Option Pricing, Curve Construction, Credit Derivatives, Credit Valuation Adjustment, Value at Risk, ...