Equity Index Option Strike Terms Set

From Open Risk Manual

Definition

Equity Index Option Strike Terms Set. The strike price in respect of an index option transaction, is the level of the relevant index specified or otherwise determined in the transaction; This can be expressed either as a percentage of notional amount or as an absolute value.

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This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.