This article includes a list of references, but its sources remain unclear because it has insufficient inline citations. Please help to improve this article by introducing more precise citations. (April 2009) ( Learn how and when to remove this template message)In finance, moneyness is the relative position of the current price (or future price) of an opton asset (e.g., a stock) with respect to the strike price of a derivative, most commonly a call option or a put option.
Moneyness is firstly a three-fold classification: if the derivative would make money if it were to expire today, it is said to be in the money, while if it would not make money it is said to be out of the money, and if the current price and strike price option volatility moneyness equal, it is said to be at the money. The pattern monehness across option volatility moneyness markets.
Maybe some kind soul will take pity.Assume a 5000 strike is 250 points. Never miss a trending story with yahoo.comas your homepage. Every new tab displays beautiful Flickr photos and your most recently visited sites.
Option volatility moneyness