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Quantitative Finance · Glosario

¿Qué es Futures option?

Definition 12.1 Markets III: Commodities, Energy and Crypto · Capítulo 12 — Commodity Options and Structured Hedges

A futures option is an option whose exercise delivers a position in a futures contract (long for a call, short for a put) at the strike, the difference being settled through the futures’ variation margin; it usually expires shortly before the future it is written on.

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