Class of Options
Class of Options
Option contracts of the smae type (call or put) and Style (American, European or Capped) that cover the same underlying security.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.
Class of Options
All option contracts of the same type and style on the same underlying security. For example, when one speaks of a class of options, one may refer to all the American-style calls on Google. This includes all expiration dates and strike prices, but not contracts of different types, such as puts or European-style options.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved