Class of Options
(redirected from Option Classes)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