Definition
A contract that gives the buyer the right, but not the obligation, to buy an underlying asset at a specific
price (strike) before a certain date.
Used in
Options trading to bet on rising prices or to control shares with less capital than buying
the stock outright.
“The trader bought call options before earnings, expecting the stock to jump higher.”
Definition
A contract that gives the buyer the right, but not the obligation, to sell an underlying asset at a specific
price (strike) before a certain date.
Used in
Options trading to profit from falling prices or to hedge downside risk on existing
positions.
“They bought puts as insurance in case the market dropped sharply.”
Definition
The price at which the holder of an option can buy (call) or sell (put) the underlying asset if they
exercise the contract.
Used in
Central to options trading; determines how “in the money” or “out of the money” a contract is.
“The call’s strike price was set just above the current share price to keep the premium affordable.”
Definition
The price paid to buy an option contract. It reflects time until expiration, volatility, and how close the
strike price is to the current price.
Used in
Options trading as the upfront cost and as a signal of perceived risk or potential movement.
“Options had high premiums because volatility around the announcement was elevated.”
Definition
A set of risk measures that describe how an option’s price is expected to change with movements in the
underlying price, time, interest rates, and volatility.
Used in
Advanced options strategies to manage risk and understand how sensitive a contract is to
different market forces.
“High Theta meant the option would lose value quickly if the stock didn’t move soon.”
Definition
Money borrowed from a broker or set aside as collateral to control a larger position than could be bought
with cash alone.
Used in
Futures, Forex, and some stock and options accounts to
amplify buying power—and risk.
“Because of margin, a small price drop triggered a margin call on the futures position.”
Definition
Using borrowed money or contracts that control a large amount of assets with a smaller amount of capital,
magnifying both gains and losses.
Used in
Built into futures and Forex, present in options, and
possible with margin in stock accounts.
“Leverage allowed the trader to profit from a small move, but it also raised the risk of a large loss.”
Definition
A standardized agreement to buy or sell a specific quantity of an asset at a predetermined price on a set
future date.
Used in
Futures trading to speculate on or hedge prices of commodities, indexes, currencies, and
interest rates.
“One crude oil futures contract controls 1,000 barrels, so a small price move is magnified.”
Definition
The smallest standard unit of price movement in most currency pairs (often 0.0001 for major pairs).
Used in
Forex trading to measure gains, losses, and spreads.
“A 50-pip move in a standard lot can represent a large dollar change.”
Definition
The standardized number of currency units in a Forex trade (micro, mini, or standard lots).
Used in
Forex to control position size, risk, and how much each pip is worth.
“They traded a mini lot so each pip was worth less, keeping risk smaller.”
Definition
The most heavily traded currency pairs, usually involving the US dollar (like EUR/USD, GBP/USD, USD/JPY).
Used in
Forex as the most liquid and widely followed markets, often with tighter spreads.
“Beginners often start with major pairs because liquidity and spreads are better.”
Definition
A Forex strategy that borrows money in a low-interest-rate currency to invest in a higher-yielding currency,
collecting the rate difference.
Used in
Forex as a medium- to long-term strategy based on interest rate differentials.
“The carry trade benefited from the widening gap between the two countries’ interest rates.”
Definition
A situation where the same or related assets trade at different prices in ways that shouldn’t persist in a
perfectly efficient market.
Used in
Arbitrage, some HFT, and statistical strategies to lock
in low-risk profits.
“The brief market inefficiency between two exchanges created an arbitrage opportunity.”
Definition
The process of prices that were out of line moving back together toward a fair relationship.
Used in
Core assumption behind arbitrage and pairs trading.
“The arbitrage trade profited when the two prices converged later in the day.”
Definition
Prices or indicators that move in different directions from each other, sometimes signaling an opportunity
or warning.
Used in
Arbitrage (temporary mispricing) and momentum or
trend analysis (indicator vs. price behavior).
“Indicator divergence suggested the momentum rally was losing strength.”