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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. Charge levied for the privilege ofborrowing money
Bear
Ratio write
Interest
Bear spread (call)
2. An investment strategy in which a long put and a short call with the same strike price and expiration are combined with long stock to lock in a nearly risk-less profit. (by purchasing 100 shares of XYZ stock at 50 - writing 1 XYZ Jan 50 call - and bu
Vertical spread
Indexing
Hedging
Conversion
3. 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)
Neutral strategy
Fill-or-kill order (FOK)
Long position
Options pricing model
4. A measure of actual stock price changes over a specific period of time.
Broker loan rate
Arbitrage
Historic volatility
Last trading day
5. The simultaneous purchase and sale of options of the same class (call or put - having same underlying) at the same strike prices - but with different expiration dates - selling the short-term option and buying the long-term option.
LEAPS
Calendar spread
Call Option
Box spread
6. An order to buy or sell at the last price on the close.
Credit spread
Call Option
Edge
Market on close (MOC)
7. Same as ask price
Carry/Carrying charge
Offer price
reaking
Intrinsic value
8. An option strategy in which call options are sold against equivalent amounts of long stock. ( writing 2XYZ Jan 50 calls while owning 200 shares of XYZ stock)
Covered call/Covered call writing
Neutral strategy
Synthetic Long call
Automatic exercise
9. Third Friday of expiration month
Analytics
Last trading day
In-the-money option (ITM)
Option writer
10. The purchase or sale of an equal number of puts or calls with the same underlying - stike price - and expiration.
Synthetics
In-the-money option (ITM)
Straddle
Butterfly spead (Put)
11. A short stock position and a short put position.
Bear spread (call)
Pin risk
Extrinsic value
Synthetic short call
12. The stock price(s) at which an option strategy results in neither a profit nor a loss.
Break-even point(s)
Options pricing model
Bear
Vertical spread
13. 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
Market on close (MOC)
Collar
Option Chain
Expiration time
14. 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.
Bull spread (put)
Options pricing curve
Bear spread (call)
Leg
15. 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.
Good til cancel (GTC) order
Edge
LEAPS
Debit spread
16. The date on which an option and the right to exercise it cease to exist. Listed stock options expire the Saturday following the third Friday of every month.
Call Option
Bid/bid price
Expiration date
Spread
17. A type of order that requires that the order be executed completely or not at all.
Assignment
AON
Bull (or bullish) spread
Fill-or-kill order (FOK)
18. 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.
Backspread
Selling short
Expiration time
Rho
19. A contract that gives the owner the right - if exercised - to buy or sell a security at a specific price within a specific time limit.
Leverage
Option
Last trading day
Interest rate risk
20. 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)
Expiration month
Bull spread (call)
Short stock position
Options pricing model
21. The sensitivity (rate of change) of an option's theoretical value (assessed value) for a one dollar change in price of the underlying instrument. Expressed as a percentage - it represents an equivalent amount of underlying at a given moment in time.
Delta
Equivalent strategy
LEAPS
Neutral
22. An adjective describing the belief that a stock or the market in general will neither rise nor decline significantly.
Neutral
Bear
ATM
All-or-none order (AON)
23. 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.
Equivalent strategy
Condor spread
Delta
Covered option
24. The total number of outstanding option contracts in a given series
Synthetic Long call
Open interest
Index option
Theoretical value (TV)
25. A list of the options available for the underlying stock symbols in which you are interested.
Option Chain
Theta
Short
Investment
26. Third Friday of expiration month
Offer price
Historic volatility
Last trading day
Backspread
27. The time of day by which all exercise notices must be received on the expiration date.
Butterfly spread
Broker loan rate
Delta
Expiration time
28. Opening sale of a security.
FOK
Box spread
Class of options
Selling short
29. An option strategy with limited risk and limited profit potential that involves both a long(or short) straddle - and a short (or long) strangle. (short strangle: buying 1 ABC May 90 call and 1 ABC May 90 put - and writing 1 ABC May 95 call and writin
Iron butterfly
Class of options
Underlying
Bear spread
30. 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)
ATM
Bear spread (put)
Interest
FOK
31. The ratio of trading volume in put options to the trading volume in call options. The ratio provides a quantitative measure of the bullishness or bearishness of investors.
Conversion
Put-call ratio
Debit spread
Fences
32. The total price of an option: intrinsic value plus extrinsic value
Hedging
Conversion
Premium
Open interest
33. 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)
Uncovered option/Naked option
Bear spread (call)
European-style option
Indexing
34. Long-term equity anticipation securities are calls and puts with expiration's as long as two to three years.
Long position
LEAPS
Edge
Condor spread
35. An option strategy that generally involves the purchase of a farther-term option (call or put) and the selling (writing) of an equal number of nearer-term options of the same type and strike price. (buying 1ITI May 60 cal[ far term portion of spread]
Spread
Synthetic short stock
Covered call/Covered call writing
Time spread/Calendar spread/Horizontal spread
36. A long stock position and a short call position.
European-style option
Vertical spread
Synthetic short put
Rho
37. An investment strategy in which stock is purchased and call options are written on a greater than one-for-one basis.More calls written than the equivalent number of shares purchased.
Ratio write
LEAPS
Intrinsic value
Option
38. The use of money to create more money through an appreciating or income-producing asset.
Time decay
At-the-money
Investment
AON
39. A means of increasing return or worth without increasing investment.
Bear spread (call)
Theta
In-the-money option (ITM)
Leverage
40. The highest price a dealer is willing to pay for a security at a particular time.
Bear market
Bid/bid price
Leverage
American-style options
41. An option on shares of an individual common stock.
Black-Scholes formula
Equity option
Hedge/Hedged position
Theoretical value (TV)
42. 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
American-style options
Reverse conversion
Adjusted Option
CTA
43. At the money
Spread
LEAPS
Volatility
ATM
44. 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
Fences
Uncovered option/Naked option
Clearinghouse
Bear market
45. 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.
Neutral
Exercise
Arbitrage
Strangle
46. 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
Short stock position
Expiration date
Box spread
Vertical spread
47. 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
Automatic exercise
ATM
Interest rate risk
Leverage
48. The use of money to create more money through an appreciating or income-producing asset.
reaking
Investment
Neutral strategy
Butterfly spread
49. An investment strategy in which stock is purchased and call options are written on a greater than one-for-one basis.More calls written than the equivalent number of shares purchased.
Ratio write
Option writer
Short stock position
Clearinghouse
50. The purchase or sale of an equal number of puts or calls with the same underlying and expiration - but different strike prices.
Synthetic short stock
Strangle
Strike price
Underlying