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Options Clearing Corporation's (OCC) Options Symbology Initiative (OSI) mandated an industry-wide change to a new option symbol structure, resulting in option symbols 21 characters in length. March 2010 - May 2010 was the symbol consolidation period in which all outgoing option roots will be replaced with the underlying stock symbol.
For example, an Apple Inc AAPL.O call option that would have expired in December 2007 at a $122.50 strike price would be displayed as APVLZ in old convention (AAPL071222C00122500 in new convention). Stock option names are written in the following format: SYMBOL+MONTH+STRIKE. SYMBOL = Option Root Symbol, normally the stock's ticker symbol
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In finance, an option is a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date, depending on the style of the option.
In logic, a set of symbols is commonly used to express logical representation. The following table lists many common symbols, together with their name, how they should be read out loud, and the related field of mathematics.
Hazard symbols; List of mathematical constants (typically letters and compound symbols) Glossary of mathematical symbols; List of physical constants (typically letters and compound symbols) List of common physics notations (typically letters used as variable names in equations) Rod of Asclepius / Caduceus as a symbol of medicine
Barrier option; Basket option; Bear spread; Binary option; Binomial options pricing model; Bjerksund and Stensland; Black model; Black–Derman–Toy model; Black–Scholes model; Black's approximation; Bond option; Boston option; Box spread; Bull spread; Butterfly (options)
In finance, the expiration date of an option contract (represented by Greek letter tau, τ) is the last date on which the holder of the option may exercise it according to its terms. [1] In the case of options with "automatic exercise", the net value of the option is credited to the long and debited to the short position holders.