SUBJECTS
|
BROWSE
|
CAREER CENTER
|
POPULAR
|
JOIN
|
LOGIN
Business Skills
|
Soft Skills
|
Basic Literacy
|
Certifications
About
|
Help
|
Privacy
|
Terms
|
Email
Search
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. Designated primary market maker.
Last trading day
DPM
Options pricing curve
Spread
2. An option whose exercise price is equal to the current market price of the underlying security. An ATM option may or may not have intrinsic value.
Synthetic short call
At-the-money
Butterfly spread (Call)
Bear spread
3. A compilation of the prices of several common entities into a single number; ex (S&P 100 Index).
Neutral spread
Class of options
GTC
Index
4. 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.
Interest rate risk
Interest rate risk
CTA
Leg
5. Amount by which an option is ITM.
Collar
Broker loan rate
Adjusted Option
Intrinsic value
6. An option whose underlying asset is an index.
Index option
American-style options
Equivalent strategy
Backspread
7. A graphical representation of the estimated theoretical value of an option at one point in time - at various prices of the underlying stock.
Bull spread (put)
Box spread
Bear spread (put)
Options pricing curve
8. Options that may be exercised on or before the expiration date.
Bull spread (put)
Butterfly spead (Put)
Synthetic short call
American-style options
9. A short call position and a long put position.
Synthetic short stock
Assigned
Ask/ask price
Option writer
10. A strategy involving four options and four strike prices - and that has both limited risk and limited profit potential. A long call condor spread is establish by buying one call the lowest strike - writing one call at the second strike - writing anot
Box spread
Condor spread
Synthetic Long call
Synthetic short call
11. Same as ask price
Implied volatility
Box spread
Break-even point(s)
Offer price
12. Investment strategy that has a similar risk/reward profile as another investment strategy. (a long May 60-65 call vertical spread is equivalent to a short May 60-65 put vertical spread).
Covered option
Expiration date
Equivalent strategy
Investment
13. At the money
Backspread
Arbitrage
ATM
GTC
14. An open short option position that is offset by a corresponding stock position on a share-for-share basis. This ensures that if the owner of the option exercises - the writer of the option will not have a problem fulfilling the delivery requirements.
Assignment
Covered option
DPM
Backspread
15. A list of the options available for the underlying stock symbols in which you are interested.
Synthetic short stock
Reverse conversion
Option Chain
Gamma
16. A market drop in the price of a security
All-or-none order (AON)
reaking
Strangle
Offer price
17. The purchase or sale of an equal number of puts or calls with the same underlying and expiration - but different strike prices.
Pin risk
American-style options
Synthetics
Strangle
18. 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)
GTC
Open interest
Bear spread (put)
Spread
19. The instrument (stock - future - or cash index) to be delivered when an option is exercised.
Offer price
Clearinghouse
Debit spread
Underlying
20. 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.
Interest rate risk
Bear
Extrinsic value
Out-of-the-money (OTM)
21. A means of increasing return or worth without increasing investment.
Butterfly spread
Leverage
Equity option
Covered option
22. 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.
Synthetics
Black-Scholes formula
Broker loan rate
Future
23. Calculations performed on updated prices.
Analytics
Expiration
Bear spread (call)
Synthetics
24. Commodity trading advisor.
Backspread
Debit spread
CTA
Option
25. A person who believes that a security - or the market in general - will rise in price; a positive or optimistic outlook.
Collar
Bull
Assigned
Butterfly spread (Call)
26. Evaluating an options value through the use of a pricing model allows one to determine the theoretical value of the option(price you would expect to pay in order to break even)
Investment
Delta
Options pricing model
Time spread/Calendar spread/Horizontal spread
27. The lowest price at which a dealer or trader is willing to sell a tradable instrument at a particular time.
Ask/ask price
Premium
Put-call ratio
Exercise
28. Long-term equity anticipation securities are calls and puts with expiration's as long as two to three years.
Intrinsic value
Ask/ask price
LEAPS
Bull
29. 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
AON
All-or-none order (AON)
Break-even point(s)
Spread
30. An order to buy or sell at the last price on the close.
Market on close (MOC)
European-style option
Carry/Carrying charge
Edge
31. The use of money to create more money through an appreciating or income-producing asset.
Chicago Board Options Exchange (CBOE)
Synthetic short put
Reverse conversion
Investment
32. An option strategy that involves an out-of-the-money call and an out-of-the-money put. This is normally used as a long stock protective strategy when the call is sold and the put is purchased. The opposite of this strategy - called a 'fence -' could
AON
Fences
Clearinghouse
Call Option
33. An option on shares of an individual common stock.
Open interest
Equity option
Reverse conversion
Good til cancel (GTC) order
34. An option strategy that involves an out-of-the-money call and an out-of-the-money put. This is normally used as a long stock protective strategy when the call is sold and the put is purchased. The opposite of this strategy - called a 'fence -' could
Index
reaking
Fences
Selling short
35. Term used to describe how the theoretical value of an option 'erodes' or reduces with the passage of time. Time decay is specifically quantified by Theta.
Short stock position
Time decay
Box spread
AON
36. A long call butterfly is created by buying one call at the lowest strike price - selling two calls at the middle strike price - and buying one call at the highest strike price. (buying 1 ABC Jan 40 call - writing 2 ABC Jan 45 calls - and buying 1 ABC
Synthetic Long call
Butterfly spread (Call)
Time value
Leg
37. 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
Rho
Spread
Assigned
Edge
38. A long call position and a short put position.
Expiration cycle
Synthetic short put
Last trading day
Synthetic long stock
39. The difference in the premium prices of two options - where the credit premium of the one sold exceeds the debit premium of the one purchased. A bull spread with puts and a bear spread with calls are examples of credit spreads.
Credit spread
European-style option
Expiration
American-style options
40. 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
Bull (or bullish) spread
Interest rate risk
Bear spread (call)
Edge
41. 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
Horizontal spread
Bull
Interest rate risk
Clearinghouse
42. An adjective describing the belief that a stock or the market in general will neither rise nor decline significantly.
Chicago Board Options Exchange (CBOE)
Neutral
Fill-or-kill order (FOK)
Short
43. An individual with the opinion that a security - or the market in general will decline in price; someone having a negative or pessimistic outlook.
Spread
Bear
Black-Scholes formula
Automatic exercise
44. A credit spread in which a decline in the price of the underlying security will theoretically increase the value of the spread. (buying 1 XYZ Jan 55 call and writing 1 XYZ Jan 50 call)
Bear spread (call)
Bull (or bullish) spread
Extrinsic value
Covered call/Covered call writing
45. An investment strategy that attempts to lower risk by buying securities that have offsetting risk characteristics. A perfect hedge eliminates risk entirely. Hedging strategies lower the return because there is a cost involved in reducing risk.
Conversion
Hedging
At-the-money
Put-call ratio
46. The highest price a dealer is willing to pay for a security at a particular time.
Hedge/Hedged position
Synthetic short call
Bid/bid price
Hedging
47. An open short option position that is offset by a corresponding stock position on a share-for-share basis. This ensures that if the owner of the option exercises - the writer of the option will not have a problem fulfilling the delivery requirements.
Time spread/Calendar spread/Horizontal spread
Class of options
Interest rate risk
Covered option
48. Constructin a portfolio to match the performance of a broad-based index - such as the S&P 500. Individuals can do this by purchasing shares in an index mutual fund.
Option writer
Option
Indexing
Neutral strategy
49. A strategy involving two or more options of the same type that will profit from a decline in the underlying stock. Consists of buying an option with a higher strike and selling an option with a lower strike. The maximum risk will be realized if the u
Option Chain
Bear spread
Hedging
Historic volatility
50. A long stock position and a short call position.
Open interest
Early exercise
Synthetic short put
Broker/Dealer