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 ?
Under these assumptions, the value of the commodity option, C(S,t), can be written as a function of the underlying price and time.
Asay, 1982, "A Note on the Design of Commodity Option Contracts", Journal of Futures Markets, 2:1-7
That is a commodity option implicit in that generating plant.
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.
Asay, 1983, "A Note on the Design of Commodity Option Contracts--A Reply", Journal of Futures Markets, 3:335-338
Fielitz, 1986, "An Empirical-Test of the Commodity Option Pricing Model Using Ginnie-Mae Call Options", Journal of Financial Research, 9:137-151
The new service offering is called innovative commodity option pricing evaluation charts.
The Order further found that Defendants solicited customer deposits using company websites, YouTube videos, and Facebook posts, where Defendants claimed that customers funds would be pooled and invested in commodity options; that Dean, TEHs sole principal, had strong skills in options trading; and that Defendants were generating high rates of return through trading commodity options, among other false claims.
Rudolf, "Seasonality and the valuation of commodity options," Journal of Banking and Finance, vol.
China, which overtook India last year to become the world's biggest consumer of gold, bans trading in commodity options and forwards at present to limit speculation
The House Agriculture Committee, where the bill originated, wanted to provide narrow relief to these entities that aren't traditional financial institutions but may be swept into the Dodd-Frank regime simply because they engage in futures contracts, forward contracts, or commodity options that call for physical delivery of a commodity.

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