FT MarketWatch

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
Additional Related Terms: 10-Q, 10-K, Accrual of discount, Agency security, Amortization of premium, Asked price, Asking price, Asset-backed security, At par, All or any part