CoachA 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.
Quantitative Finance · Glossário
O que é Weekly expiry and position limit?
Também chamado de: weekly expiry · position limit