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Option class
All options of the same type (call options or put options) and the same style, for example American options, covering the same underlying.
(1) For example, the call options on the common shares of company X make up an option class.
(2) The term is sometimes used in a broader sense to designate options of both types, which means that the call options and the put options on the common shares of company X are considered to be a single option class.
Translations
Synonyms and variations
- Class of options