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Test your basic knowledge |
Options Trading
Start Test
Study First
Subjects
:
industries
,
business-skills
Instructions:
Answer 50 questions in 15 minutes.
If you are not ready to take this test, you can
study here
.
Match each statement with the correct term.
Don't refresh. All questions and answers are randomly picked and ordered every time you load a test.
This is a study tool. The 3 wrong answers for each question are randomly chosen from answers to other questions. So, you might find at times the answers obvious, but you will see it re-enforces your understanding as you take the test each time.
1. The highest price a dealer is willing to pay for a security at a particular time.
Volatility
Vega
Bid/bid price
Uncovered option/Naked option
2. An order to buy or sell a security that will remain in effect until the order is executed or canceled
Good til cancel (GTC) order
Options pricing model
Expiration date
All-or-none order (AON)
3. The risk that a change in the interest rates will negatively affect the value of an investor's holdings; generally associated with bonds - but applying to all investments
Bear spread
Interest rate risk
Intrinsic value
Strike price
4. Process by which the holder of an option notifies the seller of intention to take delivery of the underlying in the case of a call - or make delivery in the case of a put - at the specified exercise price.
Broker/Dealer
Strike price
Class of options
Exercise
5. Two or more trading vehicles packaged to emulate another trading vehicle or spread. Because the package involves different components - price is also different - but risk is the same.
Carry/Carrying charge
Synthetics
Bull
Vega
6. A debit spread in which a rise in the price of the underlying security will theoretically increase the value of the spread. (buying 1 XYZ Jan 50 call and writing 1 XYZ Jan 55 call)
Bull spread (call)
Strangle
Break-even point(s)
Synthetic long stock
7. A long put butterfly is established by buying one put at the lowest strike price - writing two puts at the middle strike price - and buying one put at the highest strike price.
Short
Butterfly spead (Put)
reaking
Ratio write
8. A delta-neutral spread composed of more long options than short options on the same underlying instrument. This position generally profits from a large movement in either direction in the underlying instrument.
Broker/Dealer
Leg
ATM
Backspread
9. The total price of an option: intrinsic value plus extrinsic value
Expiration cycle
Premium
Future
Synthetic long stock
10. A debit spread in which a decline in the price of the underlying security will theoretically increase the value of the spread. (writing 1 XYZ Jan 50 put and buying 1 XYZ Jan 55 put)
Synthetics
Hedging
Extrinsic value
Bear spread (put)
11. A long stock position and a short call position.
Call Option
Synthetic short put
Volatility
Class of options
12. Long-term equity anticipation securities are calls and puts with expiration's as long as two to three years.
LEAPS
DPM
Leg
Equity option
13. A short option position that is not fully collateralized if notification of assignment is received. A short call position is uncovered if the writer does not have a long stock or long call position. A short put is naked if the writer is not short sto
Strangle
Uncovered option/Naked option
European-style option
Interest
14. A strategy that profits from a stock price decline. It is initiated by borrowing stock from a broker -dealer and selling it in the open market. This strategy is closed (covered) at a later date by buying back the stock and turning it to the lending b
Strike price
Synthetic Long call
Short stock position
Covered call/Covered call writing
15. A strategy involving two or more options of the same type (or options combined with an underlying stock position) that will profit from a rise in the price of the underlying stock. Consists or selling an option with a higher strike - and buying an op
Time value
Neutral strategy
Gamma
Bull (or bullish) spread
16. An option position that involves the purchase/sale of a call and the sale (purchase of a put on the same underlying strike with the same expiration. Can also be referred to as any set of multiple purchases and sales of options.
Horizontal spread
Strike price
Combination
All-or-none order (AON)
17. A term describing one side of a spread position. A trader who legs into a spread establishes one side first - hoping for a favorable price movement so the other side can be executed at a better price.
Leg
Volatility
Fill-or-kill order (FOK)
Synthetic Long call
18. This formula can be used to calculate a theoretical value for an option using current stock prices - expected dividends - the option's strike price - expected interest rates - time to expiration - and expected stock volatility.
Bid/bid price
Time spread/Calendar spread/Horizontal spread
Black-Scholes formula
Synthetic long put
19. The month during which the expiration date occurs
Expiration month
Vega
Synthetic short put
Series of options
20. An order to buy or sell a security that will remain in effect until the order is executed or canceled
Good til cancel (GTC) order
Fences
Theta
Short stock position
21. An adjective describing the belief that a stock or the market in general will neither rise nor decline significantly.
Neutral
Exercise
Delta
Arbitrage
22. A credit spread in which a rise in price of the underlying security will theoretically increase the profit value of the spread. (writing 1 XYZ Jan 55 put and buying 1 XYZ Jan 50 put)
Analytics
Series of options
Bull spread (put)
Call Option
23. A market drop in the price of a security
reaking
Diagonal spread
Early exercise
Expiration
24. Designated primary market maker.
Series of options
Pin risk
Bear spread (call)
DPM
25. A trading technique that involves the simultaneous purchase and sale of identical assets traded on two different exchanges with the intention of profiting by a difference in price between exchanges.
Arbitrage
Short stock position
Expiration month
Contract size
26. The degree to which the price of an underlying tends to fluctuate over time. This variable - which the market implies to the underlying - may result from pricing an option through a model.
Synthetic long stock
Historic volatility
Volatility
Bull (or bullish) spread
27. Same as ask price
Synthetic short put
Edge
Synthetic Long call
Offer price
28. The price of an option less its intrinsic value. The entire premium of an out-of-the-money option consists of extrinsic value. This is often referred to as the time value portion of option premiums.
Extrinsic value
Future
Option writer
Time spread/Calendar spread/Horizontal spread
29. A means of increasing return or worth without increasing investment.
Market on close (MOC)
Iron butterfly
Last trading day
Leverage
30. A trading technique that involves the simultaneous purchase and sale of identical assets traded on two different exchanges with the intention of profiting by a difference in price between exchanges.
Arbitrage
Delta
Collar
Index
31. A short option position that is not fully collateralized if notification of assignment is received. A short call position is uncovered if the writer does not have a long stock or long call position. A short put is naked if the writer is not short sto
Investment
Synthetic long stock
Uncovered option/Naked option
Clearinghouse
32. A measure of the volatility of the underlying security - derived by applying current prices rather than historical prices.
Synthetic Long call
Market on close (MOC)
Implied volatility
Clearinghouse
33. A list of the options available for the underlying stock symbols in which you are interested.
Fill-or-kill order (FOK)
Butterfly spread (Call)
Edge
Option Chain
34. Charge levied for the privilege ofborrowing money
Interest
Premium
Bull spread (call)
Hedge/Hedged position
35. An option that has intrinsic value
Theta
Market on close (MOC)
Butterfly spread (Call)
In-the-money option (ITM)
36. In a customer transaction - edge refers to the markup or markdown price that a market maker generates in the deal. It can be thought of as a tax charged by the market maker for services rendered.
Assignment
Bear spread (call)
Edge
Chicago Board Options Exchange (CBOE)
37. A strategy that profits from a stock price decline. It is initiated by borrowing stock from a broker -dealer and selling it in the open market. This strategy is closed (covered) at a later date by buying back the stock and turning it to the lending b
European-style option
Ask/ask price
Short stock position
Time decay
38. A strategy involving four options of the same type that span three strike prices. The strategy has both limited risk and limited profit potential.
Indexing
Delta
Butterfly spread
Long position
39. The estimated value of an option derived from a mathematical model.
Iron butterfly
Synthetic short call
Collar
Theoretical value (TV)
40. The process by which the seller of an option is notified of the buyer's intention to exercise that option.
Synthetic long put
Class of options
Vertical spread
Assignment
41. Opening sale of a security.
Theoretical value (TV)
Leg
Selling short
Market on close (MOC)
42. The price that an owner of an option can purchase (call) or sell (put) the underlying stock.
Strike price
Horizontal spread
Series of options
Clearinghouse
43. A strategy consisting of at least two components transacted simultaneously. The price relationship between each part - or 'leg -' could change based on a move in underlying price and or volatility. A spread is entered into with the expectation of eit
Butterfly spread
Spread
Equivalent strategy
Edge
44. An investment strategy used by professional option traders in which a short put and long call with the same strike price and expiration are combined with short stock to lock in a price. (selling short 100 shares of XYZ stock - buying 1 XYZ May 60 cal
Exercise
Bull
Reverse conversion
Volatility
45. An option that can be exercised only at expiration. Usually expire the third Friday of every month
European-style option
Option
Covered option
Call Option
46. The risk to an investor that the stock price will exactly equal the strike price of a written option at expiration. (risk to be pinned with stock)
Pin risk
Cash-settled American index options (cash index)
Covered option
Break-even point(s)
47. The price of an option less its intrinsic value. The entire premium of an out-of-the-money option consists of extrinsic value. This is often referred to as the time value portion of option premiums.
Extrinsic value
Credit spread
Bull (or bullish) spread
Arbitrage
48. The purchase or sale of an equal number of puts or calls with the same underlying - stike price - and expiration.
Open interest
Interest
Straddle
Option writer
49. A position that will perform best if there is little or no net change in the price of the underlying stock.
Call Option
Delta
Neutral spread
Expiration cycle
50. A position established with the specific intent of protecting an existing position. (an owner of common stock may buy a put option to hedge against a possible stock price decline).
Hedge/Hedged position
Synthetics
Box spread
Covered option