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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 security according to the Black-Scholes Option Pricing Model. At any Point on the curve, the slope is equal to the Delta.

Related Terms: 7 Delta, ECU, Mode, Option, Point, SEC, Underlying security
Other Related Pages: Category: Options Starting With: O
Semi Related Terms: 463 CLICK HERE TO VIEW