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Quantitative Finance · Begrippenlijst

Wat is Weekly expiry and position limit?

Ook bekend als: weekly expiry · position limit

Definition 27.2 Markets I: The Ecosystem and Exchange-Traded Markets · Hoofdstuk 27 — Options Markets in Europe and Asia

A weekly expiry is an option expiry listed each week on a fixed weekday, in addition to the monthly cycle. A position limit is a cap set by an exchange or regulator on the size of the position one participant or group may hold in a contract, measured on a stated basis (gross or net, in contracts, notional or delta-adjusted) and monitored at stated times.

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