commodity option

Commodity Option

An option contract giving the holder the right but not the obligation to buy (for a call) or sell (for a put) a futures contract on a certain stated commodity at a given strike price on or before the expiration date.

commodity option

An option either to buy or to sell a commodity futures contract at a fixed price until a specified date. See also call, put.
References in periodicals archive ?
This NASDAQ 100 company voluntarily chose to purchase offset credits from ClimeCo based upon its' portfolio diversity and only after a thorough analysis of environmental commodity option alternatives reported ClimeCo's portfolio to be of the highest quality and lowest risk.
Under these assumptions, the value of the commodity option, C(S,t), can be written as a function of the underlying price and time.
With 25 years of experience in the New York and Chicago commodity option markets, Lemoine is widely known for developing innovative systems for the electronic trading of commodity options.
The CFTC filed a civil Complaint charging two companies based in Ireland, Intrade and Trade Exchange Network, with offering commodity option contracts to U.
A sampling of terms defined includes: active premium, aggregation, angel financing, asset allocation, backwardation, benchmark, bridge loan, capital structure arbitrage, coefficient of determination, commodity option, convertible arbitrage, deferred futures, discretionary trading, distressed debt, enumerated agricultural commodities, extrinsic value, follow-on funding, hedge ratio, interdelivery spread, long short equity, modified value-at-risk, offshore fund, piggyback registration, social entrepreneurship, systematic trading, tracking error, underlying futures contract, venture capital method, and weather premium.
The program seeks to profit by systematically responding to hedgers and other traders in the commodity option markets while maintaining a balanced "market neutral" book.
The new service offering is called innovative commodity option pricing evaluation charts.
Today, enhancements to Fair Value Insight offer end users more commodity option pricing and improved reporting functionality.
Cleared OTC agricultural commodity option market participants must have a net worth of at least $10 million and meet other CFTC regulatory requirements.
NEW YORK -- SuperDerivatives(R), the benchmark for option pricing, risk management and independent revaluations, has unveiled its state-of-the-art commodity option pricing platform, SD-CM(TM).
Opt4 works with emerging and established consortia and trading communities to provide commodity option and swap trading opportunities.

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