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Answer by AKdemy for Is “at the money” referent to the spot or forward price?
I guess generally what ATM means depends a lot on asset classes. FX vols are quoted as ATM DNS (delta neutral straddles). This in itself can be Spot, Forward, Spot premium adjusted, forward premium...
View ArticleAnswer by Tradier_Quant for Is “at the money” referent to the spot or forward...
When referring to a long straddle, atm means the 50 delta strike.
View ArticleAnswer by river_rat for Is “at the money” referent to the spot or forward price?
For straddles ATM usually implies 0 delta. In general, ATM is determined by the market conventions in question.
View ArticleIs “at the money” referent to the spot or forward price?
This may be a trivial question, but one I wasn’t sure about. Imagine I want to buy a 1 year ATM straddle. Does “at the money” imply buying closest to the current spot price, or does it mean to buy at...
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